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Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/146616
Description: This study employs the classical and modified rescaled adjusted range statistic (R/S statistic) to investigate the sensitivity of the long-term return anomaly observed on the Dow Jones Industrial Aver ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/103142
Description: 25 page(s)
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/18359
Description: The local Hurst exponent, a measure employed to detect the presence of dependence in a time series, may also be used to investigate the source of intraday variation observed in the returns in foreign ... More
Reviewed: Reviewed
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