Statistical approach to implied market inefficiency estimation (Q7032299)
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scientific article; zbMATH DE number 7979761
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| English | Statistical approach to implied market inefficiency estimation |
scientific article; zbMATH DE number 7979761 |
Statements
Statistical approach to implied market inefficiency estimation (English)
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5 February 2025
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Hurst exponent
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VIX
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inefficient market
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ensemble stacking
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regression
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