Application of the Fractal Brownian Motion to the Athens Stock Exchange
The Athens Stock Exchange (ASE) is a dynamic financial market with complex interactions and inherent volatility. Traditional models often fall short in capturing the intricate dependencies and long memory effects observed in real-world financial data. In this study, we explore the application of fra...
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| Principais autores: | , , , , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI AG
2024-07-01
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| Serier: | Fractal and Fractional |
| Fag: | |
| Online adgang: | https://www.mdpi.com/2504-3110/8/8/454 |
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