Massimiliano Frezza

Available identifiers

zbMath Open frezza.massimilianoMaRDI QIDQ340459

List of research outcomes

Publication	Date of Publication	Type
Rough volatility via the Lamperti transform	2023-11-01	Paper
Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity	2023-04-21	Paper
Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process	2022-04-20	Paper
Goodness of fit assessment for a fractal model of stock markets	2016-11-14	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Massimiliano Frezza