Stochastic volatility and fractional Brownian motion (Q2485787)
From MaRDI portal
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)
0 references
5 August 2005
0 references
discrete sampling
0 references
high-frequency data
0 references
fractional Brownian motion
0 references
contrast estimators
0 references
