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 |
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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 |
Associations
- People
- 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)