A general class of multifractional processes and stock price informativeness (Q2313541)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7083073
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A general class of multifractional processes and stock price informativeness |
scientific article; zbMATH DE number 7083073 |
Statements
A general class of multifractional processes and stock price informativeness (English)
0 references
19 July 2019
0 references
multifractional processes
0 references
pointwise Hölder exponent
0 references
localized generalized quadratic variation estimation
0 references
stock price informativeness
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8576864
0 references
0.8561085
0 references
0.85489845
0 references
0.84552467
0 references
0.8423365
0 references
0 references
0 references
