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Precise Asymptotics for Robust Stochastic Volatility Models; Ann. – [S

Publication: Statistical inference for rough volatility: Minimax Theory. Published Oct 3, 2022.

Research & Papers
arxiv.orgPublished Oct 3, 2022
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Overview

Publication: Statistical inference for rough volatility: Minimax Theory. Published Oct 3, 2022.

Publication information

Publication title
Statistical inference for rough volatility: Minimax Theory
Authors
Carsten Chong, Marc Hoffmann, Yanghui Liu, Mathieu Rosenbaum, Grégoire Szymanski
Published
Oct 3, 2022
Last publication revision
Feb 15, 2024
Subject areas
math.ST, q-fin.ST
Publication source
arxiv.org · abs/2210.01214v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2210.01214 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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