Predicting Taiwan Stock Market with Local Hurst Exponent
碩士 === 國立臺灣大學 === 國際企業學研究所 === 101 === Harold E. Hurst, “Father of the Nile”, is a hydrologist who was devoted to the research of long-term persistency for river flow, and he developed Rescaled Range Analysis(R/S analysis), which is still an useful statistical tool today. The famous “Hurst exponent”...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52504535383558189504 |