JASA
Nonparametric Test for Rough Volatility
Authors
Carsten H. Chong
Viktor Todorov
Research Topics
Nonparametric Statistics
Paper Information
-
Journal:
Journal of the American Statistical Association -
DOI:
10.1080/01621459.2025.2495316 -
Added to Tracker:
Jul 16, 2025
Author Details
Carsten H. Chong
AuthorViktor Todorov
AuthorResearch Topics & Keywords
Nonparametric Statistics
Research AreaCitation Information
APA Format
Carsten H. Chong
&
Viktor Todorov
.
Nonparametric Test for Rough Volatility.
Journal of the American Statistical Association
, 10.1080/01621459.2025.2495316.
BibTeX Format
@article{paper205,
title = { Nonparametric Test for Rough Volatility },
author = {
Carsten H. Chong
and Viktor Todorov
},
journal = { Journal of the American Statistical Association },
doi = { 10.1080/01621459.2025.2495316 },
url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2025.2495316 }
}