Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets |
scientific article; zbMATH DE number 6881835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets |
scientific article; zbMATH DE number 6881835 |
Statements
Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (English)
0 references
7 June 2018
0 references
efficient market hypothesis
0 references
Hurst-Hölder pointwise regularity exponents
0 references
multifractional Brownian motion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
