The Hurst Exponent as an Indicator to Anticipate Agricultural Commodity Prices

Bibliographic Details
Authors: Pérez Sienes, Leticia|||0000-0001-8733-2443, Grande Toledano, María del Mar|||0009-0001-5624-6881, Losada González, Juan Carlos|||0000-0002-4373-603X, Borondo Benito, Javier|||0000-0002-3774-2521
Format: article
Publication Date:2023
Country:España
Institution:Universidad Politécnica de Madrid
Repository:Archivo Digital UPM
OAI Identifier:oai:oa.upm.es:81939
Online Access:https://oa.upm.es/81939/
Access Level:Open access
Keyword:agri-food
agriculture
efficient market
Hurst
market
prices
time series
Description
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