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Fractal analysis of market (in)efficiency during the COVID-19

Massimiliano Frezza1, Sergio Bianchi2,3, Augusto Pianese1

  • 1QuantLab, Dept. Economia e Giurisprudenza, University of Cassino and Southern Lazio, Italy.

Finance Research Letters
|December 26, 2022
PubMed

Keywords:
COVID-19 pandemicEfficient marketsMultifractional Brownian motionPointwise regularity exponent

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