![]() |
||
ExploRing Persistence in Financial Time Series |
1 | Introduction |
2 | Hurst and Fractional Integration |
3 | Tests for I(0) against fractional alternatives |
4 | Semiparametric Estimation of Difference Parameter d |
5 | ExploRing the Data |
6 | The Data |
7 | The Quantlets |
8 | The Results |
1 | Equities |
2 | Exchange |
9 | Practical Considerations |
10 | Conclusion |
Bibliography |
![]() |
TUTORIALS |