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 |
|---|---|---|
| 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
This page was built for person: Massimiliano Frezza
