Author Abe Webb's name was erroneously spelled as Abesalom Webb.
The original version of this article has been updated.
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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.
Summary
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, Switzerland
Volume
11 - 2025
Updates
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) 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 azacharywebb@gmail.com
Disclaimer
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.