"Nonlinearity of the volume-volatility correlation filtered through the ..."

Massimiliano Frezza, Sergio Bianchi, Augusto Pianese (2023)

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DOI: 10.1016/J.CNSNS.2023.107204

access: open

type: Journal Article

metadata version: 2023-11-01

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Massimiliano Frezza, Sergio Bianchi, Augusto Pianese:
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity. Commun. Nonlinear Sci. Numer. Simul. 121: 107204 (2023)

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