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Journal: Mathematics, 2024
Volume: 12
Number: 2911

Article: Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study
Authors: by Mar Grande, Florentino Borondo, Juan Carlos Losada and Javier Borondo
Link: https://www.mdpi.com/2227-7390/12/18/2911

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