Stochastic volatility and fractional Brownian motion (Q2485787): Difference between revisions
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Revision as of 17:32, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility and fractional Brownian motion |
scientific article |
Statements
Stochastic volatility and fractional Brownian motion (English)
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5 August 2005
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discrete sampling
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high-frequency data
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fractional Brownian motion
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contrast estimators
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