Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
Can Hurst exponent be used to characterize nonlinear dependence in time series?
It appears to me that the answer is no, because Hurst exponent measures persistence in terms of autocorrelation, which is a linear measure. So even if a time series of asset returns is driven by ...
Sep 10 '12 at 17:52
newest hurst-exponent time-series questions feed
Announcing The Launch Of Meta Stack Exchange
Hot Network Questions
Why does a nuclear explosion have directionality?
How do I post a node that has its created field set to the past in a test class?
How to define a point between two points?
Why did early telephones use a rotary dial instead of 10 individual buttons?
Why can't PCIe devices share lanes?
What should be included in a freshman 'Mathematics for computer programmers' course?
How can I create loopable bounces for video games?
Why are sine/cosine always used to describe oscillations?
Is it OK for an MSc Student to Review a Scientific Paper?
In an empty environment, how are executables found?
Is the term 'Invalid' applicable for human beings?
Does `sl` ever show the current directory?
Creating variable of type <base class> to store <derived class> object in C#
Did Arwen actually die?
Prose Equivalent to Poetic
Is it a bad idea to apply for a job online late at night?
Big O and function composition
How to make this hand-colored drawing even more fancier?
strange NTP traffic
People not admitting when things are going bad
In a leap year, is the extra month Adar I or Adar II?
How much does tire pressure affect the weight of the wheels
Can I use old sets of magic cards in an EDH deck
Disable atd (and other unnecessary startup processes) in Ubuntu?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Exchange
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0