A general class of multifractional processes and stock price informativeness (Q2313541)
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scientific article
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| English | A general class of multifractional processes and stock price informativeness |
scientific article |
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A general class of multifractional processes and stock price informativeness (English)
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19 July 2019
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multifractional processes
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pointwise Hölder exponent
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localized generalized quadratic variation estimation
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stock price informativeness
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0.8576864
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0.8561085
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0.85489845
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0.84552467
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0.8423365
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