Pages that link to "Item:Q4565930"
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The following pages link to Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930):
Displaying 7 items.
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- Self-exciting multifractional processes (Q4964779) (← links)
- HURST EXPONENTS AND DELAMPERTIZED FRACTIONAL BROWNIAN MOTIONS (Q5234012) (← links)
- Hurst analysis of dynamic networks (Q6561206) (← links)
- Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning (Q6567626) (← links)
- A distribution-based method to gauge market liquidity through scale invariance between investment horizons (Q6578147) (← links)
