Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study
| Autores: | , , , |
|---|---|
| Formato: | artículo |
| Fecha de publicación: | 2024 |
| País: | España |
| Recursos: | Universidad Politécnica de Madrid |
| Repositorio: | Archivo Digital UPM |
| OAI Identifier: | oai:oa.upm.es:86488 |
| Acesso em linha: | https://oa.upm.es/86488/ |
| Access Level: | acceso abierto |
| Palavra-chave: | pairs trading efficient market time series cryptocurrencies Hurst prices |
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Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case StudyGrande Toledano, María del Mar|||0009-0001-5624-6881Borondo, FLorentinoLosada Gonzalez, Juan Carlos|||0000-0002-4373-603XBorondo Benito, Francisco Javier|||0000-0002-3774-2521pairs tradingefficient markettime seriescryptocurrenciesHurstprices20242024-09-01journal articlehttp://purl.org/coar/resource_type/c_6501info:eu-repo/semantics/articlehttps://oa.upm.es/86488/reponame:Archivo Digital UPMinstname:Universidad Politécnica de MadridInglésenComunidad de Madrid 10.13039/100012818 IND2022/TIC-23716open accesshttp://purl.org/coar/access_right/c_abf2info:eu-repo/semantics/openAccessoai:oa.upm.es:864882026-06-21T12:45:07Z |
| dc.title.none.fl_str_mv |
Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study |
| title |
Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study |
| spellingShingle |
Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study Grande Toledano, María del Mar|||0009-0001-5624-6881 pairs trading efficient market time series cryptocurrencies Hurst prices |
| title_short |
Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study |
| title_full |
Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study |
| title_fullStr |
Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study |
| title_full_unstemmed |
Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study |
| title_sort |
Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study |
| dc.creator.none.fl_str_mv |
Grande Toledano, María del Mar|||0009-0001-5624-6881 Borondo, FLorentino Losada Gonzalez, Juan Carlos|||0000-0002-4373-603X Borondo Benito, Francisco Javier|||0000-0002-3774-2521 |
| author |
Grande Toledano, María del Mar|||0009-0001-5624-6881 |
| author_facet |
Grande Toledano, María del Mar|||0009-0001-5624-6881 Borondo, FLorentino Losada Gonzalez, Juan Carlos|||0000-0002-4373-603X Borondo Benito, Francisco Javier|||0000-0002-3774-2521 |
| author_role |
author |
| author2 |
Borondo, FLorentino Losada Gonzalez, Juan Carlos|||0000-0002-4373-603X Borondo Benito, Francisco Javier|||0000-0002-3774-2521 |
| author2_role |
author author author |
| dc.subject.none.fl_str_mv |
pairs trading efficient market time series cryptocurrencies Hurst prices |
| topic |
pairs trading efficient market time series cryptocurrencies Hurst prices |
| publishDate |
2024 |
| dc.date.none.fl_str_mv |
2024 2024-09-01 |
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journal article http://purl.org/coar/resource_type/c_6501 |
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info:eu-repo/semantics/article |
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article |
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https://oa.upm.es/86488/ |
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https://oa.upm.es/86488/ |
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Inglés en |
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Inglés en |
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Comunidad de Madrid 10.13039/100012818 IND2022/TIC-23716 |
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open access http://purl.org/coar/access_right/c_abf2 |
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open access http://purl.org/coar/access_right/c_abf2 |
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openAccess |
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reponame:Archivo Digital UPM instname:Universidad Politécnica de Madrid |
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Universidad Politécnica de Madrid |
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Archivo Digital UPM |
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