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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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