Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (Q2068436)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7459792
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory |
scientific article; zbMATH DE number 7459792 |
Statements
Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory (English)
0 references
19 January 2022
0 references
Hurst exponent
0 references
fractional differencing parameter
0 references
R/S\_Com
0 references
FELW
0 references
stock market
0 references
0 references
0 references
0.7177827954292297
0 references
0.717200756072998
0 references
0.7073158621788025
0 references
0.7043905854225159
0 references
