Skip to contents Kermarrec, Gaël [Author] On estimating the hurst parameter from least-squares residuals. Case study: Correlated terrestrial laser scanner range noise Articles View online Schließen > Links https://www.repo.uni-hannover.de/handle/123456789/9945 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel : MDPI AG, 2020 Published in: Mathematics 8 (2020), Nr. 5 Liu, Ruipeng [Author]; Di Matteo, Tiziana [Author]; Lux, Thomas [Author] True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence Books View online Schließen > Links http://hdl.handle.net/10419/3979 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel University, Department of Economics, 2007 Enow, Samuel Tabot [Author] Investigating mean reversion in financial markets using Hurst model Articles View online Schließen > Access Full access (via DOI) https://www.ssbfnet.com/ojs/index.php/ijrbs/article/download/2664/1950/10404 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: International Journal of Research in Business and Social Science ; 12(2023), 6 vom: Sept., Seite 197-201 Sidhu, Gursewak Singh [Author]; Ibrahim Ali Metwaly, Ali [Author]; Tiwari, Animesh [Author]; Bhattacharyya, Ritabrata [Author] Short Term Trading Models Using Hurst Exponent and Machine Learning Books View online Schließen > Access https://ssrn.com/abstract=3824032 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Dudia, Ashwin [Author] ; Kumar, Vivek [Other]; Bhattacharyya, Ritabrata [Other] Short Term Trading Model for Asian Equity Index Futures – Using Hurst Exponent Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3543079 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Assa, Hirbod [Author]; Wang, Meng [Author]; Turvey, Calum G. [Author] ARFIMA Models and the Hurst Measures : An Investigation of Commodity Daily Index and Futures Prices Books View online Schließen > Access https://ssrn.com/abstract=2733162 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2016 Lepinette, Emmanuel [Author]; Mehrdoust, Farshid [Author] A Fractional Version of the Heston Model with Hurst Parameter H ∈ (1/2, 1) Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2884010 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2016 Li, Kinrey [Author] ; Chen, Rong [Other] Implied Hurst Exponent and Fractional Implied Volatility : A Variance Term Structure Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2383618 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Enow, Samuel Tabot Investigating mean reversion in financial markets using Hurst Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Center for Strategic Studies in Business and Finance SSBFNET, 2023 Published in: International Journal of Research in Business and Social Science (2147- 4478) Ślęzak, Jakub; Metzler, Ralf Minimal model of diffusion with time changing Hurst exponent Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. IOP Publishing, 2023 Published in: Journal of Physics A: Mathematical and Theoretical Sidhu, Gursewak Singh; Ibrahim Ali Metwaly, Ali; Tiwari, Animesh; Bhattacharyya, Ritabrata Short Term Trading Models Using Hurst Exponent and Machine Learning Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2021 Published in: SSRN Electronic Journal Gneiting, Tilmann; Schlather, Martin Stochastic Models That Separate Fractal Dimension and the Hurst Effect Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Society for Industrial & Applied Mathematics (SIAM), 2004 Published in: SIAM Review Gneiting, Tilmann; Schlather, Martin Stochastic Models That Separate Fractal Dimension and the Hurst Effect Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Society for Industrial and Applied Mathematics, 2004 Published in: SIAM Review Li, Yicun; Teng, Yuanyang The Fama–French Five-Factor Model with Hurst Exponents Compared with Machine Learning Methods Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2023 Published in: Mathematics Saxena, Bhawna; Saxena, Vikas; Anand, Nishit; Hassija, Vikas; Chamola, Vinay; Hussain, Amir A Hurst‐based diffusion model using time series characteristics for influence maximization in social networks Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2023 Published in: Expert Systems Dudia, Ashwin; Kumar, Vivek; Bhattacharyya, Ritabrata Short Term Trading Model for Asian Equity Index Futures – Using Hurst Exponent Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2020 Published in: SSRN Electronic Journal Н. С. Аюбова Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errors Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2017 Published in: Науковий вісник Ужгородського університету. Серія: Математика і інформатика Lepinette, Emmanuel A Fractional Version of the Heston Model with Hurst Parameter H (1/2, 1) Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2016 Published in: SSRN Electronic Journal Assa, Hirbod; Wang, Meng; Turvey, Calum G. ARFIMA Models and the Hurst Measures: An Investigation of Commodity Daily Index and Futures Prices Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: SSRN Electronic Journal Li, Kinry Qingyue; Chen, Rong Implied Hurst Exponent and Fractional Implied Volatility: A Variance Term Structure Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2014 Published in: SSRN Electronic Journal
Kermarrec, Gaël [Author] On estimating the hurst parameter from least-squares residuals. Case study: Correlated terrestrial laser scanner range noise Articles View online Schließen > Links https://www.repo.uni-hannover.de/handle/123456789/9945 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel : MDPI AG, 2020 Published in: Mathematics 8 (2020), Nr. 5
Liu, Ruipeng [Author]; Di Matteo, Tiziana [Author]; Lux, Thomas [Author] True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence Books View online Schließen > Links http://hdl.handle.net/10419/3979 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel University, Department of Economics, 2007
Enow, Samuel Tabot [Author] Investigating mean reversion in financial markets using Hurst model Articles View online Schließen > Access Full access (via DOI) https://www.ssbfnet.com/ojs/index.php/ijrbs/article/download/2664/1950/10404 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: International Journal of Research in Business and Social Science ; 12(2023), 6 vom: Sept., Seite 197-201
> Access Full access (via DOI) https://www.ssbfnet.com/ojs/index.php/ijrbs/article/download/2664/1950/10404 Show more show less
Sidhu, Gursewak Singh [Author]; Ibrahim Ali Metwaly, Ali [Author]; Tiwari, Animesh [Author]; Bhattacharyya, Ritabrata [Author] Short Term Trading Models Using Hurst Exponent and Machine Learning Books View online Schließen > Access https://ssrn.com/abstract=3824032 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Dudia, Ashwin [Author] ; Kumar, Vivek [Other]; Bhattacharyya, Ritabrata [Other] Short Term Trading Model for Asian Equity Index Futures – Using Hurst Exponent Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3543079 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Assa, Hirbod [Author]; Wang, Meng [Author]; Turvey, Calum G. [Author] ARFIMA Models and the Hurst Measures : An Investigation of Commodity Daily Index and Futures Prices Books View online Schließen > Access https://ssrn.com/abstract=2733162 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2016
Lepinette, Emmanuel [Author]; Mehrdoust, Farshid [Author] A Fractional Version of the Heston Model with Hurst Parameter H ∈ (1/2, 1) Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2884010 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2016
Li, Kinrey [Author] ; Chen, Rong [Other] Implied Hurst Exponent and Fractional Implied Volatility : A Variance Term Structure Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2383618 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014]
Enow, Samuel Tabot Investigating mean reversion in financial markets using Hurst Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Center for Strategic Studies in Business and Finance SSBFNET, 2023 Published in: International Journal of Research in Business and Social Science (2147- 4478)
Ślęzak, Jakub; Metzler, Ralf Minimal model of diffusion with time changing Hurst exponent Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. IOP Publishing, 2023 Published in: Journal of Physics A: Mathematical and Theoretical
Sidhu, Gursewak Singh; Ibrahim Ali Metwaly, Ali; Tiwari, Animesh; Bhattacharyya, Ritabrata Short Term Trading Models Using Hurst Exponent and Machine Learning Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2021 Published in: SSRN Electronic Journal
Gneiting, Tilmann; Schlather, Martin Stochastic Models That Separate Fractal Dimension and the Hurst Effect Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Society for Industrial & Applied Mathematics (SIAM), 2004 Published in: SIAM Review
Gneiting, Tilmann; Schlather, Martin Stochastic Models That Separate Fractal Dimension and the Hurst Effect Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Society for Industrial and Applied Mathematics, 2004 Published in: SIAM Review
Li, Yicun; Teng, Yuanyang The Fama–French Five-Factor Model with Hurst Exponents Compared with Machine Learning Methods Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2023 Published in: Mathematics
Saxena, Bhawna; Saxena, Vikas; Anand, Nishit; Hassija, Vikas; Chamola, Vinay; Hussain, Amir A Hurst‐based diffusion model using time series characteristics for influence maximization in social networks Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2023 Published in: Expert Systems
Dudia, Ashwin; Kumar, Vivek; Bhattacharyya, Ritabrata Short Term Trading Model for Asian Equity Index Futures – Using Hurst Exponent Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2020 Published in: SSRN Electronic Journal
Н. С. Аюбова Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errors Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2017 Published in: Науковий вісник Ужгородського університету. Серія: Математика і інформатика
Lepinette, Emmanuel A Fractional Version of the Heston Model with Hurst Parameter H (1/2, 1) Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2016 Published in: SSRN Electronic Journal
Assa, Hirbod; Wang, Meng; Turvey, Calum G. ARFIMA Models and the Hurst Measures: An Investigation of Commodity Daily Index and Futures Prices Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: SSRN Electronic Journal
Li, Kinry Qingyue; Chen, Rong Implied Hurst Exponent and Fractional Implied Volatility: A Variance Term Structure Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2014 Published in: SSRN Electronic Journal
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