Improve Hurst Exponent to Evaluate the Information Efficiency of Companies in Fractal Markets
Subject and Purpose of the Article: In this study, using simulated data of fractal time series (ARFIMA) in R software to investigate the new Hurst criterion to evaluate the efficiency of fractal markets in private and public companies has been researched. Research Method: This simulation is introduc...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Payame Noor University
2021-03-01
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| Series: | حسابداری دولتی |
| Subjects: | |
| Online Access: | https://gaa.journals.pnu.ac.ir/article_7700_ae4a4fd422b8a8c38f65b635b73aff81.pdf |