Hausdorff clustering
Heavy-tail driven by memory
Hermitian and non-Hermitian covariance estimators for multivariate Gaussian assets from random matrix theory
Heterogeneous expectations and long range correlation of the volatility of asset returns
Homogeneous Volatility Bridge Estimators
How are rescaled range analyses affected by different memory and distributional properties? A Monte Carlo study
Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets