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  • LRD v6.0.1: Long-Range Dependence and Microstructural Universality
Buchumschlag

LRD v6.0.1: Long-Range Dependence and Microstructural Universality

Fuente: Zenodo
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Chechelnitsky, Igor
Format: Recurso digital
Sprache:Englisch
Veröffentlicht: Zenodo 2025
Schlagworte:
long-range dependence
fractal memory
Hurst exponent
DFA
detrended fluctuation analysis
Bitcoin
volatility clustering
earthquakes
HRV
genomics
time series analysis
econophysics,
financial
econometrics
long memory
surrogate data
phase randomization
bootstrap confidence interval
volatility forecasting
risk modeling
nonstationary time series
scaling laws
AI benchmarks
regime detection
market microstructure
square-root law
econophysics
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Online

https://doi.org/10.5281/zenodo.18018292

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