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Journal: Symmetry, 2022
Volume: 14
Number: 1657
Article:
Multi-Fractional Brownian Motion: Estimating the Hurst Exponent via Variational Smoothing with Applications in Finance
Authors:
by
Luca Di Persio and Gianni Turatta
Link:
https://www.mdpi.com/2073-8994/14/8/1657
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