Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets
type: Item
instance of: scholarly article
title: Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets
zbMATH Open document ID: 1458.62235
author: S. Bianchi
author: Augusto Pianese
published in: Chaos, Solitons and Fractals
publication date: 2018-06-07T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 6881835
zbMATH Keywords: efficient market hypothesis
zbMATH Keywords: Hurst-Hölder pointwise regularity exponents
zbMATH Keywords: multifractional Brownian motion
MaRDI profile type: Publication
full work available at URL: j.chaos.2018.02.015
OpenAlex ID: W2793595938
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DOI: 10.1016/J.CHAOS.2018.02.015
description: scientific article; zbMATH DE number 6881835