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Financial time series modeling using the Hurst exponent
by
Tzouras
,
Spilios
,
Anagnostopoulos, Christoforos
,
McCoy, Emma
Published in
Physica A
(01.05.2015)
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Time-scale and memory in financial time series : a data mining approach
by
Tzouras
,
Spilios
Year of Publication
2015
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Dissertation
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Dissertation
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applied sciences
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mathematics
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dfgn
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garch
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hurst
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physical sciences
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physics
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