Quotation Cuchiero, Christa. 2018. Rough covariance modeling - theory and empirics. Quantitative Methods in Finance, Sydney, Australien, 11.12.-14.12. Invited Talk


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Status of publication Published
Affiliation External
Type of publication Paper presented at an academic conference or symposium
Language English
Title Rough covariance modeling - theory and empirics
Event Quantitative Methods in Finance
Year 2018
Date 11.12.-14.12.
Country Australia
Location Sydney
URL https://www.papercrowd.com/c/quantitative-methods-in-finance-2018/4106
Invited Talk Y

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Cuchiero, Christa (Former researcher)
Research areas (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
1162 Statistics (Details)
1165 Stochastics (Details)
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