Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics |
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Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (English)
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17 January 2023
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alpha-stable distribution
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dynamic estimation
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efficient market hypothesis
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financial crisis
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Hurst exponent
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