Open AccessLong-term memory in the S&P500 Index: A fractal approach applying the Hurst coefficient with the R/S method (rescaled range)
Author(s) -
Stephanie Rendón de la Torre
Publication year - 2013
Publication title -
ciencia económica
Language(s) - English
Resource type - Journals
ISSN - 2448-4962
DOI - 10.22201/fe.24484962e.2013.v2n2.a3
Subject(s) - rescaled range , humanities , hurst exponent , fractal , physics , philosophy , mathematics , statistics , geometry , mathematical analysis , detrended fluctuation analysis , scaling
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