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Multifractality in Bitcoin Realised Volatility: Implications for Rough Volatility Modelling

Fuente: arXiv

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Dettagli Bibliografici
Autore principale:	Pontiggia, Milan
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Statistical Finance Mathematical Finance 60G22, 62M10
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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