The following pages link to Massimiliano Frezza (Q340459):
Displaying 4 items.
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- Rough volatility via the Lamperti transform (Q6059021) (← links)
