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pro vyhledávání: '"Agustín Gómez Águila"'
Publikováno v:
Financial Innovation. 8
This research aims to improve the efficiency in estimating the Hurst exponent in financial time series. A new procedure is developed based on equality in distribution and is applicable to the estimation methods of the Hurst exponent. We show how to u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5498cada9bdfc85a010f38d8d9287af2
https://doi.org/10.1186/s40854-022-00394-x
https://doi.org/10.1186/s40854-022-00394-x
