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Journal of Statistics and Management Systems Volume 18, 2015 - Issue 1-2
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Original Articles

Adjusted Hurst exponent evaluations for equity and energy markets

Chin Wen CheongFaculty of Science TechnologyNational University Malaysia43600Bangi, SelangorMalaysia. E-mail: [email protected]
,
Zaidi IsaFaculty of Science TechnologyNational University Malaysia43600Bangi, SelangorMalaysia. E-mail: [email protected]
,
Abu Hassan Shaari Mohd NorFaculty of Economic and BusinessNational University Malaysia, 43600Bangi, SelangorMalaysia
&
Wong Zhen YaoFaculty of ManagementMultimedia University63100, Cyberjaya, SelangorMalaysia
Pages 189-202 | Received 01 Mar 2014, Published online: 07 Apr 2015

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Read on this site (4)

Chin Wen Cheong, Lee Min Cherng, Liu Cheng Zhi & Zhang Yi Huai. (2021) Do general elections affect fractal structure of stock market?. Journal of Statistics and Management Systems 24:5, pages 951-964.
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Yu-Chen Hu & Ying-Ping Li. (2017) Urban energy efficiency evaluation system design in China. Journal of Interdisciplinary Mathematics 20:3, pages 739-748.
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Jian-Hua Guo. (2017) The efficiency evaluation of low carbon economic performance based on dynamic TOPSIS method. Journal of Interdisciplinary Mathematics 20:1, pages 231-241.
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Jian Hou, Zong-Chuan Wen & Jun-Feng Lai. (2017) A constrained optimization reformulation of the generalized Nash equilibrium problem. Journal of Interdisciplinary Mathematics 20:1, pages 27-34.
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