Grande, M., Borondo, F., Losada, J. C., & Borondo, J. Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study. MDPI AG.
Chicago Style (17th ed.) CitationGrande, Mar, Florentino Borondo, Juan Carlos Losada, and Javier Borondo. Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study. MDPI AG.
MLA (9th ed.) CitationGrande, Mar, et al. Anti-Persistent Values of the Hurst Exponent Anticipate Mean Reversion in Pairs Trading: The Cryptocurrencies Market as a Case Study. MDPI AG.
Warning: These citations may not always be 100% accurate.