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dc.contributor.authorChong, Carsten
dc.contributor.authorHoffmann, Marc
dc.contributor.authorLiu, Yanghui
dc.contributor.authorSzymanski, Grégoire
dc.contributor.authorRosenbaum, Mathieu
dc.date.accessioned2023-03-10T14:19:42Z
dc.date.available2023-03-10T14:19:42Z
dc.date.issued2023
dc.identifier.urihttps://basepub.dauphine.psl.eu/handle/123456789/24557
dc.language.isoenen
dc.subjectwavelets
dc.subjectscaling
dc.subjectminimax optimality
dc.subjectpre-averaging
dc.subjectiterated estimation procedure
dc.subjectRough volatility
dc.subjectfractional Brownian motion
dc.subject.ddc519en
dc.titleSTATISTICAL INFERENCE FOR ROUGH VOLATILITY: MINIMAX THEORY
dc.typeDocument de travail / Working paper
dc.publisher.cityParisen
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris Dauphine-PSL
dc.identifier.urlsitehttps://hal.science/hal-03949577
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershipnon-recherche
dc.description.audienceInternational
dc.date.updated2023-06-28T08:31:11Z


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