Pages that link to "Item:Q2682955"
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The following pages link to Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955):
Displayed 4 items.
- Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
- Latent local-to-unity models (Q6049843) (← links)
- Asymptotically efficient estimation of ergodic rough fractional Ornstein-Uhlenbeck process under continuous observations (Q6155088) (← links)
- VIX pricing in the rBergomi model under a regime switching change of measure (Q6158433) (← links)
