Analyze three major US indices through Hurst Exponent technique

Imebatilisha Ilichapishwa Miaka 7 iliyopita Kulipwa wakati wa kujifungua
Imebatilisha Kulipwa wakati wa kujifungua

The data will include IXIC, DJIA, AND S&P 500 indices from 2006 to 2015. The task is mainly to set up the basics first (through ADF, LJUNG-BOX, etc) and apply Monte-carlo using alpha stable distribution. Then, estimate dynamic Hurst Exponent through rolling window technique and generalized Hurst Exponent.

Attached file will give you an idea how those tests should look like.

Kutengeneza Data

Kitambulisho cha Mradi: #11099109

Kuhusu mradi

3 mapendekezo Mradi wa mbali Ipo mtandaoni %project.latestActivity_relativeTime|badilisha%

3 wafanyakazi huru wanazabuni wastani wa $468 kwa kazi hii

mostafaemamit

Hi, I am interested in your job as I have a enough good experience in technical and fundamental analysis in Egyptian and international market using more applications like metastock to prepare a good strategies of tradi Zaidi

$350 USD kwa siku 5
(Maoni 1)
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