Open AccessPersistent and Rough Volatility
Author(s) -
Shuping Shi,
Xiaobin Liu,
Jun Yu
Publication year - 2020
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3724733
Subject(s) - stochastic volatility , mathematics , volatility (finance) , likelihood function , gaussian , maximum likelihood , econometrics , statistics , mathematical optimization , physics , quantum mechanics
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