Showing 1 - 10 of 510
Persistent link: https://www.econbiz.de/10000818197
Persistent link: https://www.econbiz.de/10000707608
Persistent link: https://www.econbiz.de/10011512387
A major application of rescaled adjusted range analysis (RS analysis) is the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar...
Persistent link: https://www.econbiz.de/10009581110
Persistent link: https://www.econbiz.de/10001178086
Persistent link: https://www.econbiz.de/10001413436
Persistent link: https://www.econbiz.de/10000790032
Persistent link: https://www.econbiz.de/10013452719
Persistent link: https://www.econbiz.de/10003194497
Persistent link: https://www.econbiz.de/10001327607