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]

Authors

Massimiliano Frezza

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Sergio Bianchi

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Augusto Pianese

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