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On estimating the intensity of long-range dependence in finite and infinite variance time series
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Cited by

  • 2005On the wavelet spectrum diagnostic for Hurst parameter estimation in the analysis of Internet traffic110 cited
  • 2003Long-range dependence: now you see it, now you don't!97 cited
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  • 2006Detection of long‐range dependence and estimation of fractal exponents through ARFIMA modelling91 cited
  • 2014Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy89 cited
  • 2014Leverage effect in energy futures77 cited
  • 2007Fractals or I.I.D.: Evidence of long-range dependence and heavy tailedness from modeling German equity market returns47 cited
  • 2007Long memory in the volatility of an emerging equity market: The case of Turkey43 cited
  • 2013Benoît Mandelbrot and Fractional Brownian Motion34 cited

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