7 results on '"Pakkanen, Mikko"'
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2. A GMM approach to estimate the roughness of stochastic volatility
3. Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes
4. Hybrid simulation scheme for volatility modulated moving average fields
5. On the conditional small ball property of multivariate Lévy-driven moving average processes
6. Limit theorems for power variations of ambit fields driven by white noise
7. Asymptotic theory for Brownian semi-stationary processes with application to turbulence
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