JASA Jun 24, 2025

Nonparametric Test for Rough Volatility

Authors
Carsten H. Chong Viktor Todorov
Research Topics
Nonparametric Statistics
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2025.2495316
  • Published:
    June 24, 2025
  • Added to Tracker:
    Jul 30, 2025
Author Details
Carsten H. Chong
Author
Viktor Todorov
Author
Research Topics & Keywords
Nonparametric Statistics
Research Area
Citation Information
APA Format
Carsten H. Chong & Viktor Todorov (2025) . Nonparametric Test for Rough Volatility. Journal of the American Statistical Association , 10.1080/01621459.2025.2495316.
BibTeX Format
@article{paper300,
  title = { Nonparametric Test for Rough Volatility },
  author = { Carsten H. Chong and Viktor Todorov },
  journal = { Journal of the American Statistical Association },
  year = { 2025 },
  doi = { 10.1080/01621459.2025.2495316 },
  url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2025.2495316 }
}
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