Xiyue Han

Available identifiers

Publication	Date of Publication	Type
Estimating the roughness exponent of stochastic volatility from discrete observations of the realized variance	2023-07-05	Paper
On laws absolutely continuous with respect to fractional Brownian motion	2023-06-20	Paper
A limit theorem for Bernoulli convolutions and the \(\Phi \)-variation of functions in the Takagi class	2022-11-21	Paper
Robust Faber--Schauder approximation based on discrete observations of an antiderivative	2022-11-21	Paper
Step roots of Littlewood polynomials and the extrema of functions in the Takagi class	2022-10-21	Paper
A Gladyshev theorem for trifractional Brownian motion and \(n\)-th order fractional Brownian motion	2022-01-06	Paper
The roughness exponent and its model-free estimation	2021-11-19	Paper
A probabilistic approach to the \(\varPhi \)-variation of classical fractal functions with critical roughness	2021-01-06	Paper

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