@article{(Open Science Index):https://publications.waset.org/pdf/12428,
	  title     = {Long-Range Dependence of Financial Time Series Data},
	  author    = {Chatchai Pesee},
	  country	= {},
	  institution	= {},
	  abstract     = {This paper examines long-range dependence or longmemory
of financial time series on the exchange rate data by the
fractional Brownian motion (fBm). The principle of spectral density
function in Section 2 is used to find the range of Hurst parameter (H)
of the fBm. If 0< H },
	    journal   = {International Journal of Mathematical and Computational Sciences},
	  volume    = {2},
	  number    = {8},
	  year      = {2008},
	  pages     = {518 - 522},
	  ee        = {https://publications.waset.org/pdf/12428},
	  url   	= {https://publications.waset.org/vol/20},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 20, 2008},
	}