Rank: 307613 based on 0 downloads (last 30 days) and 0 file submitted
photo

Lars

E-mail

Personal Profile:
Professional Interests:
Finance, economics

 

Watch this Author's files

 

Comments and Ratings by Lars View all
  • 1 - 5 of
  • 6
Updated File Comments Rating
02 Feb 2012 Simulation of Fractional Gaussian Noise *EXACT* Simulation of Fractional Gaussian Noise. It reproduces theoretically EXACT autocovariance. Author: Stilian Stoev

26 Jan 2012 Generalized Hurst exponent Generalized Hurst exponent of a stochastic variable Author: Tomaso Aste

29 Oct 2011 Rescaled Range Analysis Calculates the rescaled range analysis. Author: Alexandros Leontitsis

I'm having some issues producing an output. Am I supposed to remove some ; or something? My intentions are to make a log(RS) log(n) plot. The program only yields a single number which doesn't make any sense.

Any help much appreciated.

-Lars
24 Sep 2011 Using MATLAB to Develop Macroeconomic Models Analyze a stylized version of the Smets-Wouters model for the United States economy. Author: Bob Taylor

24 Sep 2011 Using MATLAB to Develop Macroeconomic Models Analyze a stylized version of the Smets-Wouters model for the United States economy. Author: Bob Taylor

Contact us