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Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals

SYSNO	0349301
Title	Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals
Author(s)	Krištoufek, Ladislav (UTIA-B) [E]_{RID, ORCID}
Source Title	AUCO Czech Economic Review, Acta Universitatis Carolinae - OECONOMICA. 4/2010, č. 3 (2010), s. 236-250
Document Type	Článek v odborném periodiku
Grant	118310, CZ - Czech Republic
	GD402/09/H045 GA ČR - Czech Science Foundation (CSF)
	GA402/09/0965 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Language	eng
Country	CZ
Keywords	rescaled range analysis * detrended fluctuation analysis * Hurst exponent * long-range dependence
URL	http://library.utia.cas.cz/separaty/2010/E/kristoufek-rescaled range analysis and detrended fluctuation analysis finite sample properties and confidence intervals.pdf
Permanent Link	http://hdl.handle.net/11104/0189575

Number of the records: 1