Figure 6.

The plots of the Hurst parameters from regression analysis. (a) The Hurst parameter from regression on all data and the Hurst parameter from regression on segmentation means for Hushen 300 Index. (b) The Hurst parameter from regression on all data and the Hurst parameter from regression on segmentation means for the simulated data with ¿6, ¿ = 0.5.

Fang and Wang Boundary Value Problems 2012 2012:9   doi:10.1186/1687-2770-2012-9
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