Bolko, Anine E.
- A GMM approach to estimate the roughness of stochastic volatility
2020/10/09 by Anine E. Bolko, Bolko, Anine E., Kim Christensen +5 · 2 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Primary 91G70 #Secondary 62M09 #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)