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The roughness exponent and its model-free estimation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Han, Xiyue, Schied, Alexander
Format:	Preprint
Published:	2021
Subjects:	Statistics Theory Probability Statistical Finance 60F15, 60G22, 60G46, 62G05, 26A30
Online Access:	Acceder al recurso
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