Investigating mean reversion in financial markets using Hurst model
Year of publication: |
2023
|
---|---|
Authors: | Enow, Samuel Tabot |
Subject: | Mean reversion | Hurst model | Efficient market hypothesis | Stock markets | Portfolio management | Theorie | Theory | Portfolio-Management | Portfolio selection | Effizienzmarkthypothese | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Mean Reversion | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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