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This note is a further commentary on a previous paper on the chaos theory of stock returns that derives from the alleged detection of persistence in time series data indicated by values of the Hurst exponent H that differs from the neutral value of H=0.5 implied by the efficient market...
Persistent link: https://www.econbiz.de/10013028195
A month by month trend analysis at an annual time scale of the daily mean Central England Temperature (CET) series 1772-2016 shows a general warming trend for most autumn and winter months. These trends are usually described in terms of anthropogenic global warming (AGW). OLS diagnostics reveal...
Persistent link: https://www.econbiz.de/10012958819
It is shown that the time series of sunspot counts may be represented as the sum of a regular cyclical process and a random Hurst process. In the 2375-month study period 1/1818-11/2015, the optimal cyclical components of mean monthly sunspot counts consist of a short wave function with a period...
Persistent link: https://www.econbiz.de/10014127866