Pages that link to "Item:Q936399"

The following pages link to Estimation of the volatility persistence in a discretely observed diffusion model (Q936399):

Displaying 2 items.

• Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
• Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)