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Hurst exponent
Publication
Class
Person
Publication
Programmes
publication
On Hurst exponent estimation under heavy-tailed distributions
2010 |
Publication without faculty affiliation
publication
Local scaling properties and market turning points at Prague Stock Exchange
+1
2010 |
Publication without faculty affiliation
publication
Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?
2015 |
Faculty of Social Sciences
publication
Bayesian Approach to Hurst Exponent Estimation
2017 |
Faculty of Medicine in Hradec Králové
publication
Spectrum-based estimators of the bivariate Hurst exponent
2014 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Evaluating the Efficient Market Hypothesis by means of isoquantile surfaces and the Hurst exponent
2011 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Capital markets efficiency: fractal dimension, Hurst exponent and entropy
2012 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Rescaled range analysis and detrended fluctuation analysis: finite sample properties and confidence intervals
2010 |
Publication without faculty affiliation
publication
Understanding the source of multifractality in financial markets
2012 |
Faculty of Mathematics and Physics
publication
Long-term Memory in Electricity Prices: Czech Market Evidence
2013 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Classical and modified rescaled range analysis: sampling properties under heavy tails
Publication without faculty affiliation
publication
Fluctuation analysis of high frequency electric power load in the Czech Republic
2016 |
Faculty of Social Sciences
publication
How do skilled traders change the structure of the market
2012 |
Faculty of Social Sciences
publication
Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures
2021 |
Publication without faculty affiliation
publication
Long-term memory and its evolution in returns of Stock Index PX between 1997 and 2009
2010 |
Publication without faculty affiliation
publication
How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study
2012 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Critical comparison of several order-book models for stock-market fluctuations
2008 |
Publication without faculty affiliation
publication
Measuring capital market efficiency: long-term memory, fractal dimension and approximate entropy
2014 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
On the interplay between short and long term memory in the power-law cross-correlations setting
2015 |
Faculty of Social Sciences
publication
Heterogeneous agents model with the worst out algorithm
2007 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Smart agents and sentiment in the heterogeneous agent model
2009 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Smart predictors in the heterogeneous agent model
2009 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Mixed-correlated ARFIMA processes for power-law cross-correlations
2013 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
On spurious anti-persistence in the US stock indices
2010 |
Publication without faculty affiliation
publication
Leverage effect in energy futures
2014 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
On Tail Dependence and Multifractality
2020 |
Publication without faculty affiliation
publication
Commodity futures and market efficiency
2014 |
Faculty of Social Sciences
publication
Evolution of low flows in Czechia revisited
2015 |
Faculty of Science
publication
Are the crude oil markets really becoming more efficient over time? Some new evidence
2019 |
Publication without faculty affiliation