Adjusted Hurst exponent evaluations for equity and energy...

Journal of Statistics and Management Systems 2015 / 03 Vol. 18; Iss. 1-2

Adjusted Hurst exponent evaluations for equity and energy markets

Cheong, Chin Wen, Isa, Zaidi, Nor, Abu Hassan Shaari Mohd, Yao, Wong Zhen
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Volume:
18
Language:
english
Journal:
Journal of Statistics and Management Systems
DOI:
10.1080/09720510.2014.986923
Date:
March, 2015
File:
PDF, 1.01 MB
english, 2015
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