Statistical analysis of strait time index and a simple model for trend and trend reversal

Statistical analysis of strait time index and a simple model for trend and trend reversal

10.1016/S0378-4371(02)01886-1

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Bibliographic Details
Main Authors: Chen, K., Jayaprakash, C.
Other Authors: COMPUTATIONAL SCIENCE
Format: Conference or Workshop Item
Published: 2014
Subjects:
Crossover
Hurst exponent
Non-Gaussian behavior
Random walk
Stock price
Strait Time Index
Online Access:http://scholarbank.nus.edu.sg/handle/10635/104911
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Institution: National University of Singapore

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http://scholarbank.nus.edu.sg/handle/10635/104911

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