Ossa Gonzalez, Genjis Alberto; Rojas Domínguez, Miriam - In: Revista de métodos cuantitativos para la economía y … 38 (2024), pp. 1-21
In this study, the potential relationship between commodity values during the period from 2019 to 2023 was investigated, using the Hurst coefficient as a statistical metric. The results indicated that, generally speaking, the price records exhibited persistence with a coefficient of 0.63, but...