Pages that link to "Item:Q2145699"
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The following pages link to Long versus short time scales: the rough dilemma and beyond (Q2145699):
Displaying 4 items.
- A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework (Q2160923) (← links)
- Forecasting with fractional Brownian motion: a financial perspective (Q5092662) (← links)
- (Q5445393) (← links)
- Reconciling rough volatility with jumps (Q6623042) (← links)