SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands · Study

ArticleShelves

ArticleThe Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands

A.A. Anis1976

Article1976

The Expected Value of the Adjusted Rescaled Hurst Range of Independent Normal Summands

A.A. Anis · Emlyn H. Lloyd

138 citations·0/0 files stored·Biometrika

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Complex Systems and Time Series Analysis Probability and Statistical Research Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 138 citations exist upstream.

Cited by

2000Hurst analysis of electricity price dynamics 2013Quantification of Long-Range Persistence in Geophysical Time Series: Conventional and Benchmark-Based Improvement Techniques 2000Scaling in the Norwegian stock market 199611 Nonlinear time series, complexity theory, and finance 1978Preservation of the rescaled adjusted range: 2. Simulation studies using Box‐Jenkins Models 2009Unifractality and multifractality in the Italian stock market 2011Are European equity markets efficient? New evidence from fractal analysis 1979Hurst phenomenon as a pre-asymptotic behavior

Details

Year1976

Typearticle

Published1976-04-01

VenueBiometrika

ISSN-L0006-3444

Languageen

Citations138

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.2307/2335090

openalex_workW4239173175

Links

Imported from OpenAlex (CC0) — nothing here is generated.