Stochastic volatility and fractional Brownian motion (Q2485787)
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scientific article; zbMATH DE number 2192526
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic volatility and fractional Brownian motion |
scientific article; zbMATH DE number 2192526 |
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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0.8329266309738159
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0.8207263350486755
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0.8151264190673828
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0.8134380578994751
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