The computation of high frequency S&P 500 long-range dependence volatility using dynamic modified rescaled adjusted range approach

Chin Wen CheongZaidi IsaTan Pei MengLee Min Cherng2024-12-312024-12-31201510.12988/ams.2015.58518https://dspace-cris.utar.edu.my/handle/123456789/9376The computation of high frequency S&P 500 long-range dependence volatility using dynamic modified rescaled adjusted range approachjournal-article