scientific article; zbMATH DE number 1057976

zbMath1102.91353MaRDI QIDQ4353075

Ben Jacobsen

Publication date: 10 November 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time seriesHurst exponentstock returnsrescaled range analysisR/S analysislong term dependence

Mathematics Subject Classification ID

Economic time series analysis (91B84)