Profit profiles in correlated markets (Q1847475)
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scientific article; zbMATH DE number 1835508
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Profit profiles in correlated markets |
scientific article; zbMATH DE number 1835508 |
Statements
Profit profiles in correlated markets (English)
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26 November 2002
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financial market
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fractional Brownian motion
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Hurst exponent
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0.7668982148170471
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0.739570140838623
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0.730160117149353
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0.6990424990653992
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0.6989405155181885
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