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2210.01216
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Statistical inference for rough volatility: Central limit theorems
3 October 2022
Carsten H. Chong
M. Hoffmann
Yanghui Liu
M. Rosenbaum
Grégoire Szymanski
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Papers citing
"Statistical inference for rough volatility: Central limit theorems"
3 / 3 papers shown
Title
Probabilistic models and statistics for electronic financial markets in the digital age
Markus Bibinger
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11 Jun 2024
Rate-optimal estimation of mixed semimartingales
Carsten H. Chong
T. Delerue
Fabian Mies
89
5
0
21 Jul 2022
When Frictions are Fractional: Rough Noise in High-Frequency Data
Carsten H. Chong
T. Delerue
Guoying Li
63
6
0
30 Jun 2021
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