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First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models

Fuente: arXiv

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Bibliographic Details
Main Author:	Sikorski, Michał
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Computational Finance General Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
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