undefined

< Back to search results

Volatility estimation in fractional Ornstein-Uhlenbeck models

Year of publication

2019

Authors

Bajja, Salwa; Es-Sebaiy, Khalifa; Viitasaari, Lauri

Organizations and authors

University of Helsinki

Viitasaari Lauri

Aalto University

Viitasaari Lauri Orcid -palvelun logo

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal

Stochastic models

Parent publication name

Stochastic Models

Publisher

TAYLOR & FRANCIS

Volume

36

Issue

1

Pages

94-111

ISSN

1532-6349

​Publication forum

67611

​Publication forum level

1

Open access

Open access in the publisher’s service

No

Self-archived

No

Other information

Fields of science

Mathematics; Statistics and probability; Computer and information sciences

Keywords

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Internationality of the publisher

International

Language

English

International co-publication

Yes

Co-publication with a company

No

DOI

10.1080/15326349.2019.1692668

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes