CORRECTION article
Front. Appl. Math. Stat.
Sec. Mathematical Finance
Volume 11 - 2025 | doi: 10.3389/fams.2025.1653586
Correction: ADAPTIVE FRACTAL DYNAMICS: A TIME-VARYING HURST APPROACH TO VOLATILITY MODELING IN EQUITY MARKETS
Provisionally accepted
- Westchester Research, Los Angeles, United States
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Name of all authors as they appear in the published original article (Abe Webb; Siddharth Mahajan; Mateo Sandhu; Rohan Agarwal; Arjun Velan)* Correspondence: azacharywebb@gmail.com Keywords: time-varying Hurst exponent; volatility modeling; fractal dynamics; wavelet analysis; adaptive market hypothesis; stochastic volatility; equity marketsCorrection on: Front. Appl. Math. Stat. 11:1554144 (Published 23 June 2025). doi: 10.3389/fams.2025.1554144 Author nameMisspelledAuthor Abe Webb was erroneously spelled as Abesalom Webb.The original version of this article has been updated.
Keywords: time-varying Hurst exponent, Volatility modeling, fractal dynamics, wavelet analysis, Adaptive Market Hypothesis, Stochastic volatility, Equity markets
Received: 25 Jun 2025; Accepted: 26 Jun 2025.
Copyright: © 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) or licensor 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, Westchester Research, Los Angeles, United States
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