Timeline for How random are financial data series?
Current License: CC BY-SA 3.0
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Jun 21, 2011 at 20:23 | comment | added | TheBridge | In the same vein : financial time series have an econometric Hurst index that are usually above 1/2, which means that long memory phenomenons can be suspected. | |
Jun 21, 2011 at 17:13 | history | answered | Zarbouzou | CC BY-SA 3.0 |