Statistical Inference for Rough Volatility : Minimax Theory
Year of publication: |
2022
|
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Authors: | Chong, Carsten ; Hoffmann, Marc ; Liu, Yanghui ; Rosenbaum, Mathieu ; Szymanski, Grégoire |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 3, 2022 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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