Martínez Patiño, Manuel Andrés; Ariza Garzón, … - In: Revista de Métodos Cuantitativos para la Economía y … 32 (2021), pp. 66-82
methodology of the rescaled range is used in the estimation of the Hurst coefficient as a measure of persistence and the results … are verified with the adjustment of Anis and Lloyd and the estimation of Higuchi. An inferential process is added to the …