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When Frictions are Fractional: Rough Noise in High-Frequency Data

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Chong, Carsten H., Delerue, Thomas, Li, Guoying
Formato:	Preprint
Publicado:	2021
Materias:	Statistics Theory Probability Statistical Finance Methodology
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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