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Probabilistic models and statistics for electronic financial markets in
  the digital age

Probabilistic models and statistics for electronic financial markets in the digital age

11 June 2024
Markus Bibinger
ArXivPDFHTML

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
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
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