$Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent$

Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent

2 May 2023

Papers citing "Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent"

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Title
Statistical inference for rough volatility: Central limit theorems Carsten H. Chong M. Hoffmann Yanghui Liu M. Rosenbaum Grégoire Szymanski 46 18 0 03 Oct 2022