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2210.01214
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Statistical inference for rough volatility: Minimax Theory
3 October 2022
Carsten H. Chong
M. Hoffmann
Yanghui Liu
M. Rosenbaum
Grégoire Szymanski
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Papers citing
"Statistical inference for rough volatility: Minimax Theory"
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Title
Probabilistic models and statistics for electronic financial markets in the digital age
Markus Bibinger
30
0
0
11 Jun 2024
Statistical inference for rough volatility: Central limit theorems
Carsten H. Chong
M. Hoffmann
Yanghui Liu
M. Rosenbaum
Grégoire Szymanski
43
18
0
03 Oct 2022
1
