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Search: subject:"Rescaled range analysis"
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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
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long-range dependence
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long-term memory
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Kristoufek, Ladislav
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Banco de la Republica de Colombia
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
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Physica A: Statistical Mechanics and its Applications
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RePEc
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ECONIS (ZBW)
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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 …
Persistent link: https://www.econbiz.de/10008675737
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