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~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Pakkanen, Mikko S."
~subject:"Momentenmethode"
~type_genre:"Arbeitspapier"
~type_genre:"Case study"
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CREATES research paper
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Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
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