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Lars

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Finance, economics

 

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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

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