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Hurst exponent
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1	Gold, currencies and market efficiency Add to Reading List Source URL: library.utia.cas.cz Language: English - Date: 2016-02-15 05:08:25 Foreign exchange market Exchange rate Floating exchange rate Efficient-market hypothesis Fractal dimension Asian financial crisis Hurst exponent Monetary policy Currency Canadian dollar Convertibility United States dollar
2 $Fractals / Multifractal system / Hurst exponent / Fractal / Box counting / Time series / Wavelet / DFA / Detrended fluctuation analysis$	doi:j.physa Add to Reading List Source URL: cervone.psu.edu Language: English - Date: 2015-11-18 09:12:45 Fractals Multifractal system Hurst exponent Fractal Box counting Time series Wavelet DFA Detrended fluctuation analysis
3	Sources of Long-Range Dependence Why is the Internet Long-Range Dependent? Richard Clegg () Networks and Nonlinear Dynamics Group, Department of Mathematics, University of York Add to Reading List Source URL: www.monmeetings.org Language: English - Date: 2015-09-04 10:25:17 Time series analysis Teletraffic Independence Long-range dependence Estimation theory Statistical theory Hurst exponent Estimator Bias of an estimator Normal distribution Variance Autocorrelation
4	Physica A–578 www.elsevier.com/locate/physa Simple model of a limit order-driven market Sergei Maslov Add to Reading List Source URL: www.cmth.bnl.gov Language: English - Date: 2010-11-01 15:42:14 Finance Stock market Mathematical finance Stochastic processes Order Hurst exponent Volatility Futures contract Speculation Financial economics Investment Financial markets
5	Rough Volatility Jim Gatheral Baruch College (Dated: February 19, 2015) Starting from the observation that increments of the log-realized-volatility possess a remarkably simple scaling property, we show that log-volatili Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2015-02-09 00:05:09 Statistics Volatility Stochastic volatility Hurst exponent Variance swap Volatility smile Implied volatility Mathematical finance Finance Financial economics
6 $Wavelets / Teletraffic / Time series analysis / Fractals / Multifractal system / Hurst exponent / Fractional Brownian motion / Jitter / Power law / Statistics / Stochastic processes / Mathematical analysis$	Investigating the Scaling Behavior, Crossover and Anti-persistence of Internet Packet Delay Dynamics Qiong Li David L. Millsy Department of Electrical and Computer Engineering University of Delaware September 23, 1999 Add to Reading List Source URL: www.eecis.udel.edu Language: English - Date: 1999-10-04 01:58:04 Wavelets Teletraffic Time series analysis Fractals Multifractal system Hurst exponent Fractional Brownian motion Jitter Power law Statistics Stochastic processes Mathematical analysis
7	1 Testing for Long Range Dependence in Banking Equity Indices Daniel O. Cajueiro and Benjamin M. Tabak Abstract— This paper presents empirical evidence of long Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:04:51 Rescaled range American wine Dispersion Jewish population of South Africa Statistics Fractals Hurst exponent
8	1 Testing for Long Range Dependence in Banking Equity Indices Daniel O. Cajueiro and Benjamin M. Tabak Abstract— This paper presents empirical evidence of long Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 22:01:03 Rescaled range American wine Dispersion Jewish population of South Africa Statistics Fractals Hurst exponent
9	PHYSICAL REVIEW E VOLUME 59, NUMBER 3 MARCH 1999 Add to Reading List Source URL: www.ccs.fau.edu Language: English - Date: 2004-04-24 19:22:01 Medicine Fractals Probability theory Medical emergencies Cardiac electrophysiology Hurst exponent Variance Ventricular tachycardia Ventricular fibrillation Statistics Cardiac dysrhythmia Information
10	Stochastic models which separate fractal dimension and Hurst effect Tilmann Gneiting Martin Schlather Add to Reading List Source URL: www.nrcse.washington.edu Language: English - Date: 2001-09-14 16:02:39 Dimension Time series analysis Dimension theory Statistical dependence Fractional Brownian motion Hurst exponent Fractal Long-range dependency Hausdorff dimension Statistics Stochastic processes Fractals

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