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  1. 1
    The Fama–French Five-Factor Model with Hurst Exponents Compared with Machine Learning Methods

    The Fama–French Five-Factor Model with Hurst Exponents Compared with Machine Learning Methods by Yicun Li, Yuanyang Teng

    Published 2023-07-01
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    Article
  2. 2
    Estimation of the Hurst Parameter in Spot Volatility

    Estimation of the Hurst Parameter in Spot Volatility by Yicun Li, Yuanyang Teng

    Published 2022-05-01
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    Article

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