Pages that link to "Item:Q2147882"

The following pages link to Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882):

Displaying 14 items.

• The local partial autocorrelation function and some applications (Q87410) (← links)
• Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
• Exchange rate forecasting using ensemble modeling for better policy implications (Q2046053) (← links)
• Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
• Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
• Long versus short time scales: the rough dilemma and beyond (Q2145699) (← links)
• Non-parametric news impact curve: a variational approach (Q2156537) (← links)
• A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
• A generative model for fBm with deep ReLU neural networks (Q2171942) (← links)
• Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
• Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
• A NOVEL R/S FRACTAL ANALYSIS AND WAVELET ENTROPY CHARACTERIZATION APPROACH FOR ROBUST FORECASTING BASED ON SELF-SIMILAR TIME SERIES MODELING (Q5025602) (← links)
• Forecasting with fractional Brownian motion: a financial perspective (Q5092662) (← links)
• HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS (Q5234012) (← links)