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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Frontiers Media S.A.
2020-11-01
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| Series: | Frontiers in Physics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fphy.2020.590623/full |