Forecasting with fractional Brownian motion: a financial perspective (Q5092662): Difference between revisions

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Latest revision as of 17:03, 29 July 2024

scientific article; zbMATH DE number 7562224
Language Label Description Also known as
English
Forecasting with fractional Brownian motion: a financial perspective
scientific article; zbMATH DE number 7562224

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    Forecasting with fractional Brownian motion: a financial perspective (English)
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    22 July 2022
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    fractional Brownian motion
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    Hurst exponent
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    systematic trading
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    rough volatility
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    foreign-exchange rates
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