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

id	sg-nus-scholar.10635-104911
record_format	dspace
spelling	sg-nus-scholar.10635-1049112023-10-29T20:53:02Z Statistical analysis of strait time index and a simple model for trend and trend reversal Chen, K. Jayaprakash, C. COMPUTATIONAL SCIENCE Crossover Hurst exponent Non-Gaussian behavior Random walk Stock price Strait Time Index 10.1016/S0378-4371(02)01886-1 Physica A: Statistical Mechanics and its Applications 324 1-2 258-265 PHYAD 2014-10-28T03:13:24Z 2014-10-28T03:13:24Z 2003-06-01 Conference Paper Chen, K., Jayaprakash, C. (2003-06-01). Statistical analysis of strait time index and a simple model for trend and trend reversal. Physica A: Statistical Mechanics and its Applications 324 (1-2) : 258-265. ScholarBank@NUS Repository. https://doi.org/10.1016/S0378-4371(02)01886-1 03784371 http://scholarbank.nus.edu.sg/handle/10635/104911 000183262400038 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Crossover Hurst exponent Non-Gaussian behavior Random walk Stock price Strait Time Index
spellingShingle	Crossover Hurst exponent Non-Gaussian behavior Random walk Stock price Strait Time Index Chen, K. Jayaprakash, C. Statistical analysis of strait time index and a simple model for trend and trend reversal
description	10.1016/S0378-4371(02)01886-1
author2	COMPUTATIONAL SCIENCE
author_facet	COMPUTATIONAL SCIENCE Chen, K. Jayaprakash, C.
format	Conference or Workshop Item
author	Chen, K. Jayaprakash, C.
author_sort	Chen, K.
title	Statistical analysis of strait time index and a simple model for trend and trend reversal
title_short	Statistical analysis of strait time index and a simple model for trend and trend reversal
title_full	Statistical analysis of strait time index and a simple model for trend and trend reversal
title_fullStr	Statistical analysis of strait time index and a simple model for trend and trend reversal
title_full_unstemmed	Statistical analysis of strait time index and a simple model for trend and trend reversal
title_sort	statistical analysis of strait time index and a simple model for trend and trend reversal
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/104911
_version_	1781787960162648064

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

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