Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity

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, June 2023. [doi]

Abstract

Abstract is missing.