author = { Chong, Carsten AND Hoffmann, Marc AND Liu, Yanghui AND Rosenbaum, Mathieu AND Szymanski, Grégoire },

title = { Statistical Inference for Rough Volatility Central Limit Theorems },

publisher = {SSRN},

keywords = { Central limit theorem , fractional Brownian motion , Hurst parameter , nonparametric estimation , rough volatility , spot volatility , volatility of volatility },

year = {2022},

abstract = {Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 3, 2022 erstellt},

address = { [S.l.] },

url = { http://slubdd.de/katalog?TN_libero_mab2 }