Results 161 to 170 of about 19,552 (217)

DMT-Induced Shifts in Criticality Correlate with Self-Dissolution. [PDF]

open access: yesJ Neurosci
Irrmischer M   +7 more
europepmc   +1 more source

Criticality and increased intrinsic neural timescales in stroke. [PDF]

open access: yesNPJ Syst Biol Appl
Wu K, Jelfs B, Fang Q, Gollo LL.
europepmc   +1 more source

Time-variability of muscle oxygen saturation during graded maximal exercise. [PDF]

open access: yesEur J Appl Physiol
Montull L   +4 more
europepmc   +1 more source

Forecasting VIX with Hurst Exponent

2022
The VIX is a proxy for the implied volatility, computed con- sidering Standard & Poor’s 500 Index data. It widely regarded as a mea- sure of turbulence in U.S. and global financial markets. Hence, forecasting the VIX is essential for both portfolio managers and policy makers.
Bianchi Sergio   +2 more
openaire   +2 more sources

HURST EXPONENTS IN FUTURES EXCHANGE MARKETS

International Journal of Modern Physics C, 2006
The dynamical behavior of the Korean treasury bond (KTB) futures is investigated using a modified rescaled range (R/S) analysis. Lo's modified R/S analysis as well as classical Hurst's R/S statistics are utilized in order to analyze tick data of KTB futures. The Hurst exponent can be estimated by both classical and modified R/S statistics.
Kim, K   +3 more
openaire   +2 more sources

Home - About - Disclaimer - Privacy