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E-mail: statquant@gmail.com

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article, dea

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03 Jul 2009		HANDBOOK OF GRAPHICAL USER INTERFACE (Spanish!) GUIDE Tips... and examples! ¡Está en español! Author: Diego Orlando	article, examples, where can i get this ..., gui, guide, white paper	382	71	4.41071 4.4 \| 57 ratings
30 Jan 2006		Using MATLAB to Develop Portfolio Optimization Models Scripts to create time-evolving efficient frontiers and to backtest results. Author: Bob Taylor	analysis, portfolio, optimization, modeling, dea, finance	56	11	4.8 4.8 \| 5 ratings

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File	hurst parameter estimate
File	Variance Ratio Test

Files Matching stat's Watch List					View all 1 - 2 of 2
Updated		File	Tags	Downloads (last 30 days)	Comments	Rating
11 Mar 2008		hurst parameter estimate This routine estimate the long-range dependence of a sequence with several methods. Author: Chu Chen	fractals, hurst parameter, covariance, stochastic process, longrange dependence	22	8	4.8 4.8 \| 5 ratings
16 Dec 2004		Variance Ratio Test Calculates the Variance Ratio Test Author: Alexandros Leontitsis	finance, modeling, analysis, variance ratio test	12	6	4.57143 4.6 \| 7 ratings

Comments and Ratings Matching stat's Watch List			1-5 of 19
Date	File	Comment by	Comments	Rating
25 May 2012	Variance Ratio Test Calculates the Variance Ratio Test	Christe Antoine		5
15 Apr 2012	hurst parameter estimate This routine estimate the long-range dependence of a sequence with several methods.	Alex Wong	Hi Chu, I would like to estimate the Hurst coefficient so I can determine if my data series is persistent (H>0.5), antipersistent (H<0.5), or neutral (H=0.5). Several of the estimates I get are, for example, H = 1.8, or H=1.6, H=0.9....should I disregard the whole number and concentrate only on the decimals for interpreting persistence?	Comment only
22 Mar 2011	Variance Ratio Test Calculates the Variance Ratio Test	Holger Amort	Should be: % q values must be between 2 and n/2-1 if length((find(q<2 \| q>=n/2)))>0 error('q values must be between 2 and n/2-1'); end Holger	5
12 Mar 2011	hurst parameter estimate This routine estimate the long-range dependence of a sequence with several methods.	henry gorx	great¡, it works very well.	5
08 Mar 2011	hurst parameter estimate This routine estimate the long-range dependence of a sequence with several methods.	saca 2009	while running the program graph is not coming it is showing error that undefined isplot so kindly suggest me how can i over come this error	Comment only