<div class="csl-bib-body">
<div class="csl-entry">Damian, C., Frey, R., & Voigt, S. (2023). Statistical Inference for Rough and Persistent Volatility. In <i>European Meeting of Statisticians 2023 - Book of Abstracts</i> (pp. 70–70). http://hdl.handle.net/20.500.12708/193627</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/193627
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dc.language.iso
en
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dc.subject
High-frequency data
en
dc.subject
Rough volatility
en
dc.subject
Nested particle filter
en
dc.title
Statistical Inference for Rough and Persistent Volatility
en
dc.type
Inproceedings
en
dc.type
Konferenzbeitrag
de
dc.contributor.affiliation
Vienna University of Economics and Business, Austria
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dc.contributor.affiliation
University of Copenhagen, Denmark
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dc.description.startpage
70
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dc.description.endpage
70
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dc.type.category
Abstract Book Contribution
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tuw.booktitle
European Meeting of Statisticians 2023 - Book of Abstracts
