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 |
Associations
- People
- Cuchiero, Christa (Former researcher)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)
- 1162 Statistics (Details)
- 1165 Stochastics (Details)