Acta Oeconomica Pragensia 2007, 15(6):129-140 | DOI: 10.18267/j.aop.514

Hurst Exponent, Efficiency of Moving Averages on NYSE and their Relationship

Martin Zeman

Published: October 1, 2007  Show citation

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Zeman, M. (2007). Hurst Exponent, Efficiency of Moving Averages on NYSE and their Relationship. Acta Oeconomica Pragensia, 15(6), 129-140. doi: 10.18267/j.aop.514
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    References

    1. BRADA, Jaroslav: Technická analýza. 2000.
    2. TREŠL, Jiří: Statistical Methods and Capital Markets. 2003.
    3. http://www.miras.cz/akcie/indexy-djia.php (4. 5. 2007)
    4. http://www.bearcave.com/misl/misl_tech/wavelets/hurst/ (15. 5. 2007)
    5. http://www.comm.ohio-state.edu/ahayes/hcse.pdf (19. 5. 2007)

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