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Hurst exponent
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1	Gold, currencies and market efficiency Add to Reading List Source URL: library.utia.cas.cz Language: English - Date: 2016-02-15 05:08:25 Foreign exchange market Exchange rate Floating exchange rate Efficient-market hypothesis Fractal dimension Asian financial crisis Hurst exponent Monetary policy Currency Canadian dollar Convertibility United States dollar
2	doi:j.physa Add to Reading List Source URL: cervone.psu.edu Language: English - Date: 2015-11-18 09:12:45 Fractals Multifractal system Hurst exponent Fractal Box counting Time series Wavelet DFA Detrended fluctuation analysis
3	Sources of Long-Range Dependence Why is the Internet Long-Range Dependent? Richard Clegg () Networks and Nonlinear Dynamics Group, Department of Mathematics, University of York Add to Reading List Source URL: www.monmeetings.org Language: English - Date: 2015-09-04 10:25:17 Time series analysis Teletraffic Independence Long-range dependence Estimation theory Statistical theory Hurst exponent Estimator Bias of an estimator Normal distribution Variance Autocorrelation
4	Physica A–578 www.elsevier.com/locate/physa Simple model of a limit order-driven market Sergei Maslov Add to Reading List Source URL: www.cmth.bnl.gov Language: English - Date: 2010-11-01 15:42:14 Finance Stock market Mathematical finance Stochastic processes Order Hurst exponent Volatility Futures contract Speculation Financial economics Investment Financial markets
5	Rough Volatility Jim Gatheral Baruch College (Dated: February 19, 2015) Starting from the observation that increments of the log-realized-volatility possess a remarkably simple scaling property, we show that log-volatili Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2015-02-09 00:05:09 Statistics Volatility Stochastic volatility Hurst exponent Variance swap Volatility smile Implied volatility Mathematical finance Finance Financial economics
6	Investigating the Scaling Behavior, Crossover and Anti-persistence of Internet Packet Delay Dynamics Qiong Li David L. Millsy Department of Electrical and Computer Engineering University of Delaware September 23, 1999 Add to Reading List Source URL: www.eecis.udel.edu Language: English - Date: 1999-10-04 01:58:04 Wavelets Teletraffic Time series analysis Fractals Multifractal system Hurst exponent Fractional Brownian motion Jitter Power law Statistics Stochastic processes Mathematical analysis
7	1 Testing for Long Range Dependence in Banking Equity Indices Daniel O. Cajueiro and Benjamin M. Tabak Abstract— This paper presents empirical evidence of long Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:04:51 Rescaled range American wine Dispersion Jewish population of South Africa Statistics Fractals Hurst exponent
8	1 Testing for Long Range Dependence in Banking Equity Indices Daniel O. Cajueiro and Benjamin M. Tabak Abstract— This paper presents empirical evidence of long Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:01:03 Rescaled range American wine Dispersion Jewish population of South Africa Statistics Fractals Hurst exponent
9	PHYSICAL REVIEW E VOLUME 59, NUMBER 3 MARCH 1999 Add to Reading List Source URL: www.ccs.fau.edu Language: English - Date: 2004-04-24 19:22:01 Medicine Fractals Probability theory Medical emergencies Cardiac electrophysiology Hurst exponent Variance Ventricular tachycardia Ventricular fibrillation Statistics Cardiac dysrhythmia Information
10 $Stochastic models which separate fractal dimension and Hurst effect Tilmann Gneiting Martin Schlather$	Stochastic models which separate fractal dimension and Hurst effect Tilmann Gneiting Martin Schlather Add to Reading List Source URL: www.nrcse.washington.edu Language: English - Date: 2001-09-14 16:02:39 Dimension Time series analysis Dimension theory Statistical dependence Fractional Brownian motion Hurst exponent Fractal Long-range dependency Hausdorff dimension Statistics Stochastic processes Fractals