Front. Appl. Math. Stat.
Frontiers in Applied Mathematics and Statistics
Front. Appl. Math. Stat.
2297-4687
Frontiers Media S.A.
10.3389/fams.2025.1653586
Applied Mathematics and Statistics
Correction
Correction: Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets
Webb Abe
*
Mahajan Siddharth
Sandhu Mateo
Agarwal Rohan
Velan Arjun
Westchester Research, Los Angeles, CA, United States
Approved by: Frontiers Editorial Office, Frontiers Media SA, Switzerland
*Correspondence: Abe Webb azacharywebb@gmail.com
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Copyright © 2025 Webb, Mahajan, Sandhu, Agarwal and Velan.
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.
A 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
time-varying Hurst exponent
volatility modeling
fractal dynamics
wavelet analysis
adaptive market hypothesis
stochastic volatility
equity markets
section-at-acceptance
Mathematical Finance
Author Abe Webb's name was erroneously spelled as Abesalom Webb.
The original version of this article has been updated.
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