Things we think we know

DOI10.1142/9789811259142_0009zbMATH Open1544.91344MaRDI QIDQ6599185

L. C. G. Rogers

Publication date: 6 September 2024

zbMATH Keywords

high frequency datarough volatilitymultiscale volatility

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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