Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets

Abe Webb, Siddharth Mahajan, Mateo Sandhu, Rohan Agarwal, Arjun Velan. Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets. Frontiers Appl. Math. Stat., 11, 2025. [doi]

Abstract

Abstract is missing.