Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity |
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Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (English)
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21 April 2023
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volume-volatility relationship
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efficient market hypothesis
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martingale model
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Hurst-Hölder exponent
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