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Is Volatility Rough ?

13 May 2019

Papers citing "Is Volatility Rough ?"

2 / 2 papers shown

Title
Asymptotically efficient estimators for self-similar stationary Gaussian noises under high frequency observations M. Fukasawa Tetsuya Takabatake 108 16 0 22 Nov 2016
$Local asymptotic normality property for fractional Gaussian noise under high-frequency observations$ Local asymptotic normality property for fractional Gaussian noise under high-frequency observations A. Brouste M. Fukasawa 30 34 0 12 Oct 2016