Rescaled Range (R/S) analysis of the stock market returns

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Authors
Kharel, Prashanta
Issue Date
2010-09
Type
Other
Keywords
Non-Gaussian Approach to Analyzing Time Series of Events, Sewanee,TN , Analysis of the Stock Market , Science Research Internships , Time Series Analysis , Fractal Market Hypothesis , Non-Gaussian statistic , R/S analysis
Abstract
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