Forecasting with fractional Brownian motion: a financial perspective (Q5092662): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3161499526 / rank | |||
Normal rank | |||
Revision as of 20:28, 19 March 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 |
Statements
Forecasting with fractional Brownian motion: a financial perspective (English)
0 references
22 July 2022
0 references
fractional Brownian motion
0 references
Hurst exponent
0 references
systematic trading
0 references
rough volatility
0 references
foreign-exchange rates
0 references
