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 , hurst exponent , fractal , term (time) , index (typography) , range (aeronautics) , detrended fluctuation analysis , mathematics , statistical physics , statistics , computer science , physics , mathematical analysis , materials science , scaling , geometry , quantum mechanics , world wide web , composite material