Statistical inference for rough volatility: central limit theorems (Q6591582)
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scientific article; zbMATH DE number 7900395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for rough volatility: central limit theorems |
scientific article; zbMATH DE number 7900395 |
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Statistical inference for rough volatility: central limit theorems (English)
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22 August 2024
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central limit theorem
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fractional Brownian motion
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Hurst parameter
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nonparametric estimation
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rough volatility
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spot volatility
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volatility of volatility
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