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Volumn 363, Issue 2, 2006, Pages 469-476

The mis-specification of the expected rescaled adjusted range

Author keywords

Dependence; Expected rescaled range; Monte Carlo; Rescaled range

Indexed keywords

BENCHMARKING; DATA REDUCTION; MARKETING; MATHEMATICAL MODELS; SPECIFICATIONS;

EID: 33644865285     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.08.058     Document Type: Article
Times cited : (3)

References (19)
  • 13
    • 33644866438 scopus 로고    scopus 로고
    • School of Finance and Economics, University of Technology, Sydney
    • C. Ellis, School of Finance and Economics, University of Technology, Sydney, Working Paper Series 69, 1996.
    • (1996) Working Paper Series , vol.69
    • Ellis, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.