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Hurst Dynamics of S&P500 Returns: Implications and Impact on Market Efficiency, Long Memory, Multifractality and Financial Crises Predictability 标准普尔500指数回报的赫斯特动态:对市场效率、长记忆、多重分形和金融危机可预测性的启示和影响
LingRN: Neural Networks (Topic) Pub Date : 2021-05-03 DOI: 10.2139/ssrn.3838850
Markus Vogl, P. Roetzel
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