Anine E. Bolko is an author at Imperial College London specializing in multivariate stochastic volatility, statistical inference, and asset pricing.
Top concepts
FinanceBusinessStatisticsEngineeringAsset PricingVolatility ModelingStatistical InferenceStochastic VolatilityMultivariate Stochastic Volatility
Publications per year
2020–2022
2
2
A GMM approach to estimate the roughness of stochastic volatility
Anine E. Bolko, Kim Christensen, Mikko S. Pakkanen et al. · arXiv (Cornell University) · 2020 · 10 citations · Full text
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