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]
@article{FrezzaBP23,
title = {Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity},
author = {Massimiliano Frezza and Sergio Bianchi and Augusto Pianese},
year = {2023},
month = {June},
doi = {10.1016/j.cnsns.2023.107204},
url = {https://doi.org/10.1016/j.cnsns.2023.107204},
researchr = {https://researchr.org/publication/FrezzaBP23},
cites = {0},
citedby = {0},
journal = {Commun. Nonlinear Sci. Numer. Simul.},
volume = {121},
pages = {107204},
}