Improvement in Hurst exponent estimation and its application to financial markets
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
2199-4730
- Extent
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Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Improvement in Hurst exponent estimation and its application to financial markets ; volume:8 ; number:1 ; day:26 ; month:9 ; year:2022 ; pages:1-21 ; date:12.2022
Financial innovation ; 8, Heft 1 (26.9.2022), 1-21, 12.2022
- Creator
- Contributor
-
SpringerLink (Online service)
- DOI
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10.1186/s40854-022-00394-x
- URN
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urn:nbn:de:101:1-2022121421004979245792
- Rights
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:27 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Gómez-Águila, A.
- Trinidad Segovia, Juan Evangelista
- Sánchez-Granero, M. A.
- SpringerLink (Online service)
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Exponenten zweier Welten
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Bayesian estimation of self-similarity exponent
Time evolution of hurst exponent: Czech wholesale electricity market study
Stability analysis of titanium alloy milling by multiscale entropy and Hurst exponent
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Integrated workflow incorporating the Hurst exponent and interval inversion for evaluating groundwater formations
Log-periodic power law and genelized hurst exponent analysis in estimating an asset bubble bursting time
Bayesian estimation of the self-similarity exponent of the Nile River fluctuation
Exponenten zweier Welten
§ 175. Charakteristische Exponenten.
§ 51. Ganzzahlige Exponenten.
Bayesian estimation of self-similarity exponent
Time evolution of hurst exponent: Czech wholesale electricity market study
Stability analysis of titanium alloy milling by multiscale entropy and Hurst exponent
Exponent of cross-sectional dependence: Estimation and inference
Exponent of cross-sectional dependence: Estimation and inference
Exponent of Cross-sectional Dependence: Estimation and Inference
Integrated workflow incorporating the Hurst exponent and interval inversion for evaluating groundwater formations
Log-periodic power law and genelized hurst exponent analysis in estimating an asset bubble bursting time
Bayesian estimation of the self-similarity exponent of the Nile River fluctuation
Exponenten zweier Welten
§ 175. Charakteristische Exponenten.