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Full name Familienname, Vorname

Frey, Rüdiger

Main Affiliation Organisationszuordnung

Vienna University of Economics and Business, Austria

Own Publications Eigene Publikationen

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		Preview	Author(s)	Title	Type	Issue Date
	1		Damian, Camilla ; Frey, Rüdiger ; Voigt, Stefan	Statistical Inference for Rough and Persistent Volatility	Presentation Vortrag	10-Jul-2023
	2		Damian, Camilla ; Frey, Rüdiger ; Voigt, Stefan	Statistical Inference for Rough and Persistent Volatility	Inproceedings Konferenzbeitrag	7-Jul-2023
	3		Damian, Camilla ; Frey, Rüdiger ; Voigt, Stefan	Statistical Inference for Rough and Persistent Volatility	Presentation Vortrag	15-Jun-2023
	4		Damian, Camilla ; Frey, Rüdiger	Detecting Rough Volatility: A Filtering Approach	Preprint Preprint	24-Feb-2023
	5		Damian, Camilla ; Frey, Rüdiger	Filtering and Parameter Estimation in a Rough Volatility Model	Presentation Vortrag	3-Jun-2022
	6		Damian, Camilla ; Frey, Rüdiger	Filtering and Parameter Estimation in a Rough Volatility Model	Presentation Vortrag	1-Apr-2022