Rescaled Range Analysis of Vessel Traffic Flow in the Yangtze River

2019 ◽  
Author(s):  
Zhen Yu ◽  
Zhonglian Jiang ◽  
Lunwu Tan ◽  
Huaihan Liu ◽  
Qiong Yang
Keyword(s):  
Traffic Flow ◽  
Yangtze River ◽  
The Yangtze River ◽  
Range Analysis ◽  
Rescaled Range ◽  
Rescaled Range Analysis

Multivariate rescaled range analysis

2021 ◽  
pp. 126631
Author(s):  
M. Meraz ◽  
J. Alvarez-Ramirez ◽  
E. Rodriguez
Keyword(s):  
Range Analysis ◽  
Rescaled Range ◽  
Rescaled Range Analysis

scholarly journals Crosscorrelation Analysis between P2P Lending Market and Stock Market in China

2020 ◽  
Vol 2020 ◽  
pp. 1-9
Author(s):  
Bin Wang ◽  
Zhonghui Ding ◽  
Xiang Wang ◽  
Kai Shi
Keyword(s):  
Stock Market ◽  
Hurst Index ◽  
Range Analysis ◽  
Rescaled Range ◽  
Rescaled Range Analysis ◽  
P2p Lending

We first use the Hurst index and the Vn statistic to study the respective characteristics of the P2P lending market and the stock market by rescaled range analysis. In terms of fluctuations, there is an antipersistence in the P2P lending market and long-term persistence in the stock market. Then, we studied the crosscorrelation between the daily logarithmic return series of P2P lending market and stock market and found that the crosscorrelation was multifractal and antipersistent.

Rescaled range analysis in the presence of stochastic trend

2007 ◽  
Vol 77 (12) ◽  
pp. 1165-1175 ◽  
Author(s):  
Alexander Aue ◽  
Lajos Horváth ◽  
Josef Steinebach
Keyword(s):  
Range Analysis ◽  
Stochastic Trend ◽  
Rescaled Range ◽  
Rescaled Range Analysis

Rescaled range analysis of the corrosion potential noise

2003 ◽  
Vol 45 (3) ◽  
pp. 597-609 ◽  
Author(s):  
Ákos Horváth ◽  
Robert Schiller
Keyword(s):  
Corrosion Potential ◽  
Range Analysis ◽  
Rescaled Range ◽  
Rescaled Range Analysis
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