Stochastic volatility and fractional Brownian motion
type: Item
instance of: scholarly article
title: Stochastic volatility and fractional Brownian motion
zbMATH Open document ID: 1065.62179
author: Arnaud Gloter
author: M. Hoffmann
published in: Stochastic Processes and their Applications
publication date: 2005-08-05T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 2192526
zbMATH Keywords: discrete sampling
zbMATH Keywords: high-frequency data
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: contrast estimators
MaRDI profile type: Publication
full work available at URL: j.spa.2004.03.008
OpenAlex ID: W2047323055
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DOI: 10.1016/J.SPA.2004.03.008
description: scientific article