Long versus short time scales: the rough dilemma and beyond (Q2145699)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long versus short time scales: the rough dilemma and beyond |
scientific article |
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Long versus short time scales: the rough dilemma and beyond (English)
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17 June 2022
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fractional Brownian motion
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rough volatility
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realized variance
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time series
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intra-day data
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