Abe Webb
Siddharth Mahajan
Mateo SandhuA Correction on
Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets
by Webb, A., Mahajan, S., Sandhu, M., Agarwal, R., and Velan, A. (2025). Front. Appl. Math. Stat. 11:1554144. doi: 10.3389/fams.2025.1554144
Author Abe Webb's name was erroneously spelled as Abesalom Webb.
The original version of this article has been updated.
Publisher's note
All claims expressed in this article are solely those of the authors and do not necessarily represent those of their affiliated organizations, or those of the publisher, the editors and the reviewers. Any product that may be evaluated in this article, or claim that may be made by its manufacturer, is not guaranteed or endorsed by the publisher.
Keywords: time-varying Hurst exponent, volatility modeling, fractal dynamics, wavelet analysis, adaptive market hypothesis, stochastic volatility, equity markets
Citation: Webb A, Mahajan S, Sandhu M, Agarwal R and Velan A (2025) Correction: Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets. Front. Appl. Math. Stat. 11:1653586. doi: 10.3389/fams.2025.1653586
Received: 25 June 2025; Accepted: 26 June 2025;
Published: 08 July 2025.
Approved by:
Frontiers Editorial Office, Frontiers Media SA, SwitzerlandCopyright © 2025 Webb, Mahajan, Sandhu, Agarwal and Velan. This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY). The use, distribution or reproduction in other forums is permitted, provided the original author(s) and the copyright owner(s) are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.
*Correspondence: Abe Webb, YXphY2hhcnl3ZWJiQGdtYWlsLmNvbQ==