@article{volatilitymodelingviaewmadriventimedepen,
  title = {Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters},
  author = {Jayanth Athipatla},
  year = {2025},
  eprint = {2509.05820},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2509.05820},
}