Pages that link to "Item:Q340460"
From MaRDI portal
The following pages link to Goodness of fit assessment for a fractal model of stock markets (Q340460):
Displaying 3 items.
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)