Han, X., & Schied, A. (2023). Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance.
Chicago Style (17th ed.) CitationHan, Xiyue, and Alexander Schied. Estimating the Roughness Exponent of Stochastic Volatility from Discrete Observations of the Integrated Variance. 2023.
MLA (9th ed.) CitationHan, Xiyue, and Alexander Schied. Estimating the Roughness Exponent of Stochastic Volatility from Discrete Observations of the Integrated Variance. 2023.
Warning: These citations may not always be 100% accurate.