prevails. This document´s long-term dependence assessment relies on rescaled range analysis (R/S), a popular and robust …

We perform rescaled range analysis upon the signals measured by a Dual Particle Dynamical Analyzer in gas–liquid two …-phase turbulent jets. A novel rescaled range analysis is proposed to investigate these unevenly sampled signals. The Hurst exponents …

We investigate the long‐term dependency behavior of Asian foreign exchange markets by using rescaled range analysis …

features in the systems under study by using Rescaled Range analysis (R/S analysis). This paper also estimates the Hurst …

features in the systems under study by using Rescaled Range analysis (R/S analysis). This paper also estimates the Hurst …

of using modified rescaled range analysis and Autoregressive Fractally Integrated Moving Average model testing, this …

Hurst (1951) developed Rescaled range analysis to determine long-memory effects and fractal Brownian motion in time … efficiency of Turkish Foreign Exchange by using Rescaled Range analysis and its further implications to option pricing. Rescaled … Range analysis is applied to daily observations of the US dollar and Euro against Turkish lira and US dollar-Euro parity …

frequencies. Rescaled range analysis (Hurst test) also reveals a two-regime behaviour. The exponent a depends on the system …