Massimiliano Frezza

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stochastic dominance in the outer distributions of the -efficiency domain	2026-04-22	Paper
Detecting subtle deviations in Brownian motion representations driven by a Schauder basis Chaos	2025-12-10	Paper
Fair volatility in the fractional stochastic regularity model	2025-02-05	Paper
An information theory approach to stock market liquidity Chaos	2024-08-26	Paper
A distribution-based method to gauge market liquidity through scale invariance between investment horizons Applied Stochastic Models in Business and Industry	2024-07-25	Paper
Rough volatility via the Lamperti transform Communications in Nonlinear Science and Numerical Simulation	2023-11-01	Paper
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity Communications in Nonlinear Science and Numerical Simulation	2023-04-21	Paper
Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process Computational Management Science	2022-04-20	Paper
Goodness of fit assessment for a fractal model of stock markets Chaos, Solitons and Fractals	2016-11-14	Paper

Research outcomes over time

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