202 citations · 339 across the 38 of their papers we have counts for
1 paper · 1 filter
Erhan Bayraktar, H. Vincent Poor, Ronnie Sircar
S&P 500 index data sampled at one-minute intervals over the course of 11.5 years (January 1989- May 2000) is analyzed, and in particular the Hurst parameter over segments of statio…