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