Exploring Mean Reversion Dynamics in Financial Markets: Insights from Hurst Exponent Analysis.
Autor: | Hasan, Shifa1 shifa.hasan.phd21@nsut.ac.in |
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Zdroj: | Indonesian Capital Market Review. Jul2024, Vol. 16 Issue 2, p86-99. 14p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |