Publication Details
Title: Improved Estimates for the Rescaled Range and Hurst Exponents
Author: J. Moody and L. Wu
Group: Algorithms
Date: October 1996
PDF: [Not available online]
Bibliographic Information:
Proceedings of the Third International Conference on Neural Networks in Financial Engineering, London, pp. 537-553
Bibliographic Reference:
J. Moody and L. Wu. Improved Estimates for the Rescaled Range and Hurst Exponents. Proceedings of the Third International Conference on Neural Networks in Financial Engineering, London, pp. 537-553, October 1996
Author: J. Moody and L. Wu
Group: Algorithms
Date: October 1996
PDF: [Not available online]
Bibliographic Information:
Proceedings of the Third International Conference on Neural Networks in Financial Engineering, London, pp. 537-553
Bibliographic Reference:
J. Moody and L. Wu. Improved Estimates for the Rescaled Range and Hurst Exponents. Proceedings of the Third International Conference on Neural Networks in Financial Engineering, London, pp. 537-553, October 1996