Time Scales and Characteristics of Stock Markets in Different Investment Horizons

Investors adopt varied investment strategies depending on the time scales (τ) of short-term and long-term investment time horizons (ITH). The nature of the market is very different in various investment τ. Empirical mode decomposition (EMD) based Hurst exponents (H) and normalized variance (NV) tech...

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Bibliographic Details
Main Authors: Ajit Mahata, Md. Nurujjaman
Format: Article
Published: Frontiers Media S.A. 2020-11-01
Series:Frontiers in Physics
Online Access:https://www.frontiersin.org/articles/10.3389/fphy.2020.590623/full