Clustering analysis on Hurst dynamic
Fabrizio Di Sciorio
| Alternative title: | Análisis cluster en la dinámica de Hurst |
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| Year of publication: |
2024
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| Authors: | Di Sciorio, Fabrizio |
| Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 42.2024, 1, p. 99-110
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| Subject: | Hurst exponent | Market Efficiency | SDE | Clustering | Ornstein-Uhlenbeck process | Clusteranalyse | Cluster analysis | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Regionales Cluster | Regional cluster | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.25115/sae.v42i1.9527 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014514973