Cita APA (7a ed.)

Deep, A., Appiah, N., & Rachev, S. T. (2026). Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting.

Cita Chicago Style (17a ed.)

Deep, Akash, Nicholas Appiah, y Svetlozar T. Rachev. Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting. 2026.

Cita MLA (9a ed.)

Deep, Akash, et al. Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting. 2026.