Improved Estimates for the Rescaled Range and Hurst Exponents
Title | Improved Estimates for the Rescaled Range and Hurst Exponents |
Publication Type | Conference Paper |
Year of Publication | 1996 |
Authors | Moody, J., & Wu L. |
Published in | Proceedings of the Third International Conference on Neural Networks in Financial Engineering |
Page(s) | 537-553 |
Other Numbers | 1400 |
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 |