The use of the Hurst exponent to predict changes in trends on the Warsaw Stock Exchange

By Krzysztof Domino. 2011

59 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/9b5726d865096a2c9913b0d371c71fa67cf2d26b

Citations in the corpus

• On the efficiency of foreign exchange markets in times of the COVID-19 pandemic (2020, unknown): “Since the multifractality is negatively correlated with market efficiency, the higher the width of the multipole spectrum, the lower the degree of market efficiency (Caraiani, 2012; Domino, 2011).”