A short range dependence adjusted hurst exponent evaluation for Malaysian and Indonesian financial markets

Chin Wen Cheong; Zaidi Isa

doi:10.5897/AJBM10.869

African Journal of
Business Management

Abbreviation: Afr. J. Bus. Manage.
Language: English
ISSN: 1993-8233
DOI: 10.5897/AJBM
Start Year: 2007
Published Articles: 4193

Full Length Research Paper

A short range dependence adjusted hurst exponent evaluation for Malaysian and Indonesian financial markets

Chin Wen Cheong1* and Zaidi Isa2

1Research Centre of Mathematical Sciences, Multimedia University, 63100 Cyberjaya, Selangor, Malaysia. 2DELTA, Faculty of Science and Technology, Universiti Kebangsaan Malaysia, 46100 Bangi, Selangor, Malaysia.
Email: [email protected]

Article Number - 0043E8F29027
Vol.5(7), pp. 2644-2653 , April 2011
https://doi.org/10.5897/AJBM10.869

Accepted: 27 January 2011
Published: 04 April 2011

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