Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis
Year of publication: |
2008
|
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Authors: | Brooks, Robert ; Maharaj, Elizabeth Ann ; Pellegrini, Breanna |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 4.2008, 1/3, p. 41-44
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Subject: | Australien | Australia | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
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