Journals
Publish with us
Publishing partnerships
About us
Blog
Mathematical Problems in Engineering
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Mathematical Problems in Engineering
/
2021
/
Article
/
Tab 6
/
Research Article
Is the Long Memory Factor Important for Extending the Fama and French Five-Factor Model: Evidence from China
Table 6
Mean of
under different parameters and Hurst exponent algorithms.
Algorithm/parameter
12 months
24 months
36 months
0.4731
0.472543
0.490673
0.4729
0.471874
0.508291