Improved Estimates for the Rescaled Range and Hurst Exponents

TitleImproved Estimates for the Rescaled Range and Hurst Exponents
Publication TypeConference Paper
Year of Publication1996
AuthorsMoody, J., & Wu L.
Published inProceedings of the Third International Conference on Neural Networks in Financial Engineering
Page(s)537-553
Other Numbers1400
Bibliographic Notes

Proceedings of the Third International Conference on Neural Networks in Financial Engineering, London, pp. 537-553

Abbreviated Authors

J. Moody and L. Wu

ICSI Research Group

Algorithms

ICSI Publication Type

Article in conference proceedings