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Gianni Turatta
ORCID
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Long Range Dependence
Financial Markets
Hurst Exponent
Fractional Brownian Motion
Top Venues
Symmetry
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Publications
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Luca Di Persio
,
Gianni Turatta
Multi-Fractional Brownian Motion: Estimating the Hurst Exponent via Variational Smoothing with Applications in Finance.
Symmetry
14 (8) (2022)