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Testing for Rough Volatility When Prices Are Purely Discontinuous
Testing for Rough Volatility When Prices Are Purely Discontinuous
Fuente:
Wiley Open Access
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Bibliographic Details
Main Authors:
Carsten H. Chong
,
Viktor Todorov
Format:
Artículo Open Access
Published:
Wiley
2026
Subjects:
Journal of Time Series Analysis
Online Access:
Acceder al recurso
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https://onlinelibrary.wiley.com/doi/10.1111/jtsa.70064
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