Statistical inference for the first-order autoregressive process with the fractional Gaussian noise
Year: 2024
Type: article
Source: Quantitative Finance
Authors: Yinzhong Huang, Weilin Xiao, Xiaojian Yu
Institutions: Zhejiang University, South China University of Technology
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Awards: G2142690768, 数据驱动下瞬时波动率的建模及其预测研究
OpenAlex ID: W4402649505