Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)41 - 44
Number of pages4
JournalApplied Financial Economics Letters
Volume4
Issue number1
DOIs
Publication statusPublished - 2008

Cite this

@article{b4bad5f832984253b161cd017349032c,
title = "Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis",
author = "Brooks, {Robert Darren} and Maharaj, {Elizabeth Ann} and Breanna Pellegrini",
year = "2008",
doi = "10.1080/17446540701367444",
language = "English",
volume = "4",
pages = "41 -- 44",
journal = "Applied Financial Economics Letters",
issn = "1744-6546",
number = "1",

}

Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis. / Brooks, Robert Darren; Maharaj, Elizabeth Ann; Pellegrini, Breanna.

In: Applied Financial Economics Letters, Vol. 4, No. 1, 2008, p. 41 - 44.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis

AU - Brooks, Robert Darren

AU - Maharaj, Elizabeth Ann

AU - Pellegrini, Breanna

PY - 2008

Y1 - 2008

U2 - 10.1080/17446540701367444

DO - 10.1080/17446540701367444

M3 - Article

VL - 4

SP - 41

EP - 44

JO - Applied Financial Economics Letters

JF - Applied Financial Economics Letters

SN - 1744-6546

IS - 1

ER -