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~language:"eng"
~type_genre:"Case study"
~type_genre:"Arbeitspapier"
~isPartOf:"CREATES research paper"
~person:"Pakkanen, Mikko S."
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Pakkanen, Mikko S.
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1
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
Persistent link: https://www.econbiz.de/10012318238
Saved in:
2
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
3
Arbitrage without borrowing or short selling?
Pakkanen, Mikko S.
;
Lukkarinen, Jani
-
2016
Persistent link: https://www.econbiz.de/10011474727
Saved in:
4
The local fractional bootstrap
Bennedsen, Mikkel
;
Hounyo, Ulrich
;
Lunde, Asger
; …
-
2016
Persistent link: https://www.econbiz.de/10011474807
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