Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets |
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Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (English)
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7 June 2018
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efficient market hypothesis
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Hurst-Hölder pointwise regularity exponents
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multifractional Brownian motion
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