Rescaled Range

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Rescaled Range (R/S) Analysis

The analysis developed by H.E. Hurst to determine long-memory effects and fractional Brownian motion. Rescaled range analysis measures how the distance covered by a particle increases as we look at longer and longer time scales. For Brownian motion, the distance covered increases with the square root of time. A series which increases at a different rate is not random. See: Anti-persistence, Fractional Brownian Motion, Hurst Exponent, Persistence, Joseph Effect, Noah Effect.

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Anti-Persistence Rescaled Range Analysis			This paper examines the efficacy of the statistical measures of risk in the light of results obtained from the analysis of stock market data using contemporary techniques of mathematical modelling of dynamical systems like the Rescaled Range Analysis and the related Hurst's Exponent, Fractal Dimensions, and the Lyapunov Exponents. Risk measurement, nonlinearities, and chaos by Dey, Parikshit / Singapore Management Review Relevant tests employed include neural networks, correlation dimensions, Lyapunov exponents, fractional integration and rescaled range. New Book Provides Insights into the Modeling and Forecasting of ... by Business Wire			Reproducible Asset Reproducible Assets reproduction cost Repurchase repurchase agreement Repurchase of Stock Repurchase Price request for proposal request for qualifications Required Beginning Date Required Cash Required Insurance Required Minimum Distribution Required Rate of Return Required Reserves Required Return Required Yield Requisitos de capital Requisitos para cotizar en bolsa Rerun Res Res Ipsa Loquitur Res Judicata resale price resale proceeds Rescaled Range Rescaled Range Analysis Rescatable Rescatar Rescate Rescate financiero Rescate opcional Rescheduled Loan Rescheduled Loans Rescheduling of Debt rescind Rescindir rescission Research and Development Research and Development Costs Research and Development Limited Partnership Research Department Research Institute for Housing America Research Portable Reseaux Associes pour la Recherche Europeenne Reserva Reserva estatutaria Reserva oculta Reserva para deudores incobrables Reservas em efetivo Reservas en efectivo			Resale shops resaleable resaleable RESALEACT RESALEACT DET Resalgar RESALIFT Resalute RESAM Resampled Inference of Orthologs Resampling resanction RESAP RESASWTRACEN resat resat Resat Nuri Guntekin Resat Nuri Güntekin Resaw Resaw RESB RESBDC resbenzophenone RESBORG RESC rescale rescaled Rescaled Range Rescaled Range Analysis rescales rescaling RESCAP RESCAP Rescat Rescatable Rescatar Rescate Rescate Ancestral Indígena Salvadoreño Rescate financiero Rescate opcional Resceit Resceit or receit RESCEU reschedule reschedule rescheduled Rescheduled Loan Rescheduled loans Rescheduled Training Rescheduled Unit Training Assembly reschedules rescheduling rescheduling Rescheduling of Debt Rescheduling of Debt RESCI

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