Could Investors’ Expectations Explain Temporal Variations in Hurst’s Exponent, Loci of Multifractal Spectra, and Statistical Prediction Errors? The Case of the S&P 500 Index
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- Dominique, C-Rene & Rivera-Solis, Luis Eduardo, 2012. "The dynamics of market share’s growth and competition in quadratic mappings," MPRA Paper 43652, University Library of Munich, Germany.
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More about this item
Keywords
Persistence; Strange Equilibrium sets; Scaling Exponents; Multifractal Spectra; Generalized Dimensions of order q; Statistical-prediction-error;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- C0 - Mathematical and Quantitative Methods - - General
- G00 - Financial Economics - - General - - - General
- A10 - General Economics and Teaching - - General Economics - - - General
- G01 - Financial Economics - - General - - - Financial Crises
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