The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In this paper, we investigates the traffic flow time series observed on the Beijing second ring road over a period of about 27 days, from 0:00 a.m. on 12/6/2006 to 16:00 p.m. on 1/1/2007. Using rescaled range method, the long-range dependence of traffic time series and their conditional time series are estimated. For getting more information of the conditional series, this paper studies how the threshold...
In this paper, the Hang Seng Index data for the 22-year period, from December 31, 1986, to June 6, 2008 in the Hongkong stock market, are analyzed. Using rescaled range method, the Hurst exponent is estimated for financial time series and empirical evidence suggests that such market possess strong long-range dependence for both conditional time series and volatility. In order to get more information...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.