THE EFFECT OF CHANGES OF THE HURST EXPONENT IN RETURN PREDICTABILITY: THE CASE OF THE DUTCH MARKET

LAURA LANZARINI, AURELIO FERNÁNDEZ BARIVIERA, M. BELÉN GUERCIO, CRISTINA TOMÁS-MONTERDE
  • June 2012, World Scientific Pub Co Pte Lt
  • DOI: 10.1142/9789814415774_0025
The author haven't finished explaining this publicationThe author haven't finished explaining this publication

The following have contributed to this page: Dr Aurelio F. Bariviera