Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets - Concepedia

Concepedia

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Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets

DOI Full Paper Access

116

Citations

24

References

2008

Year

Cheoljun Eom, Sunghoon Choi, Gabjin Oh, Woo‐Sung Jung

Physica A Statistical Mechanics and its Applications

Asset PricingMarket TrendBusinessEconometricsHurst ExponentStock MarketsStock Market PredictionFinancial EngineeringStatisticsFinanceHigh-frequency Financial Econometrics

References

	Year	Citations

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