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Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity - MaRDI portal

Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372)

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Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity
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    Statements

    title
    Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (English)
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    author
    Massimiliano Frezza
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    Sergio Bianchi
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    Augusto Pianese
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    publication date
    21 April 2023
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    zbMATH Keywords
    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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    cites work
    Q4363990
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    Identifiers

    zbMATH DE Number
    7677509
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    OpenAlex ID
    W4323307208
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