Forde, Martin; Smith, Benjamin Markovian stochastic volatility with stochastic correlation – joint calibration and consistency of SPX/VIX short-maturity smiles. (English) Zbl 1521.91358 Int. J. Theor. Appl. Finance 26, No. 2-3, Article ID 2350007, 42 p. (2023). MSC: 91G20 60F10 60G46 PDFBibTeX XMLCite \textit{M. Forde} and \textit{B. Smith}, Int. J. Theor. Appl. Finance 26, No. 2--3, Article ID 2350007, 42 p. (2023; Zbl 1521.91358) Full Text: DOI
McKeague, Ian W.; Sen, Bodhisattva Fractals with point impact in functional linear regression. (English) Zbl 1196.62116 Ann. Stat. 38, No. 4, 2559-2586 (2010). MSC: 62M10 62G08 62M09 62E20 62J05 60J65 PDFBibTeX XMLCite \textit{I. W. McKeague} and \textit{B. Sen}, Ann. Stat. 38, No. 4, 2559--2586 (2010; Zbl 1196.62116) Full Text: DOI arXiv
Andrews, Donald W. K.; Lieberman, Offer; Marmer, Vadim Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes. (English) Zbl 1345.62055 J. Econom. 133, No. 2, 673-702 (2006). MSC: 62F40 62M10 60G15 PDFBibTeX XMLCite \textit{D. W. K. Andrews} et al., J. Econom. 133, No. 2, 673--702 (2006; Zbl 1345.62055) Full Text: DOI