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| 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 |
| 1 | Typical Spectral Shape |
| 2 | Typical Distribution: Mean, Variance, Skewness and Kurtosis |
| 6 | The Data |
| 7 | The Quantlets |
| 8 | The Results |
| 9 | Practical Considerations |
| 10 | Conclusion |
| Bibliography |
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TUTORIALS |