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2406.07388
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Probabilistic models and statistics for electronic financial markets in the digital age
11 June 2024
Markus Bibinger
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ArXiv
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Papers citing
"Probabilistic models and statistics for electronic financial markets in the digital age"
2 / 2 papers shown
Title
Statistical inference for rough volatility: Central limit theorems
Carsten H. Chong
M. Hoffmann
Yanghui Liu
M. Rosenbaum
Grégoire Szymanski
40
18
0
03 Oct 2022
Statistical inference for rough volatility: Minimax Theory
Carsten H. Chong
M. Hoffmann
Yanghui Liu
M. Rosenbaum
Grégoire Szymanski
25
12
0
03 Oct 2022
1