Analyze three major US indices through Hurst Exponent technique
$250-750 USD
Betalades vid leverans
The data will include IXIC, DJIA, AND S&P 500 indices from 2006 to 2015. The task is mainly to set up the basics first (through ADF, LJUNG-BOX, etc) and apply Monte-carlo using alpha stable distribution. Then, estimate dynamic Hurst Exponent through rolling window technique and generalized Hurst Exponent.
Attached file will give you an idea how those tests should look like.
Projekt-id: #11099109
About the project
3 frilansare har lagt bud på i genomsnitt $468 för det här jobbet
Hi, I am interested in your job as I have a enough good experience in technical and fundamental analysis in Egyptian and international market using more applications like metastock to prepare a good strategies of tradi Mer
