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  • Search: subject:"Rescaled range analysis"
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Year of publication
Subject
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Hurst exponent 15 Rescaled range analysis 12 rescaled range analysis 11 Time series analysis 9 Zeitreihenanalyse 9 Rescaled Range Analysis 6 Theorie 6 Theory 6 long-range dependence 6 Börsenkurs 4 Share price 4 Volatility 4 Volatilität 4 long-term memory 4 Aktienmarkt 3 Capital income 3 Estimation 3 Forecasting model 3 Kapitaleinkommen 3 Prognoseverfahren 3 Schätzung 3 Stock market 3 detrended fluctuation analysis 3 efficient market hypothesis 3 Business cycle 2 Börsenhandel 2 Efficient market hypothesis 2 Effizienzmarkthypothese 2 Hurst Exponent 2 Hurst exponents 2 Konjunktur 2 Long memory 2 Portfolio optimization 2 Schifffahrt 2 Shanghai Stock Exchange 2 Shenzhen Stock Exchange 2 Shipping 2 Stochastic process 2 Stochastischer Prozess 2 Stock exchange trading 2
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Online availability
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Undetermined 13 Free 7 CC license 1
Type of publication
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Article 25 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 review-article 1
Language
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English 17 Undetermined 13 Czech 1
Author
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Kristoufek, Ladislav 3 Ahmed, Ehsan 2 Fan, Ying 2 He, Ling-Yun 2 Reveiz, Alejandro 2 Srbek, Pavel 2 Thiele, Thomas A. 2 Uppal, Jamshed Y. 2 Wei, Yi-Ming 2 Alexiadou, Monica 1 Alvarez-Ramirez, J. 1 Auer, Benjamin R. 1 Buła, Rafał 1 Dittrich, Ludwig O. 1 Echeverria, J.C. 1 Femat, R. 1 Gama, Sílvio M. A. 1 Gkonkas, Periklēs 1 Gomes, Luís M. P. 1 Gong, Xin 1 Goulielmos, Alexander M. 1 Goulielmos, Alexandros M. 1 Helms, Billy Paul 1 Horasanli, Mehmet 1 Horasanlı, Mehmet 1 Hsieh, Shu‐Fan 1 J. Barkley Rosser Jr. 1 Ji, Li-Jun 1 Kaen, Frederick Richard 1 Kang, Sang-Hoon 1 Karakasidis, T.E. 1 Krištoufek, Ladislav 1 LI, HONGQUAN 1 León, Carlos 1 Liakopoulos, A.B. 1 Liu, Hai-Feng 1 MA, CHAOQUN 1 Matos, José A. O. 1 Meraz, M. 1 Nguyen, Hoa 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 School of Economics and Finance, Victoria Business School 1
Published in...
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Physica A: Statistical Mechanics and its Applications 4 International Journal of Global Energy Issues 2 MPRA Paper 2 Modern economy 2 Accounting, Finance, Financial Planning and Insurance Series 1 Atlantic economic journal : AEJ 1 BORRADORES DE ECONOMIA 1 Borradores de Economia 1 Bulletin of applied economics 1 Bulletin of the Czech Econometric Society 1 Central Bank Review 1 Central Bank review / The Central Bank of the Republic of Turkey 1 Czech Economic Review 1 Emerging Markets Finance and Trade 1 International Journal of Financial Studies : open access journal 1 International Journal of Information Technology & Decision Making (IJITDM) 1 International journal of business 1 Journal of Asia Business Studies 1 Journal of economics and finance 1 Politická ekonomie : teorie, modelování, aplikace 1 Review of Pacific Basin Financial Markets and Policies (RPBFMP) 1 Review of Pacific Basin financial markets and policies 1 The Pakistan development review : PDR 1 The journal of futures markets 1 Working Paper Series / School of Economics and Finance, Victoria Business School 1
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Source
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RePEc 18 ECONIS (ZBW) 12 Other ZBW resources 1
Showing 31 - 31 of 31
Cover Image
Portfolio Optimization and Long-Term Dependence
León, Carlos; Reveiz, Alejandro - Banco de la Republica de Colombia
document’s long-term dependence assessment relies on rescaled range analysis (R/S), a popular and robust methodology designed …
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