Pages that link to "Item:Q5106730"
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The following pages link to Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730):
Displaying 7 items.
- Volatility estimation of general Gaussian Ornstein-Uhlenbeck process (Q2006737) (← links)
- Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency (Q2136617) (← links)
- CVA in fractional and rough volatility models (Q2700343) (← links)
- Fourier-Malliavin Volatility Estimation (Q2953881) (← links)
- Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (Q3437399) (← links)
- Investigating volatility transmission across international equity markets using multivariate fractional models (Q6056274) (← links)
- Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise (Q6640106) (← links)