Xiyue Han

Xiyue Han

University of Waterloo - Waterloo / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5203141
person_outline Xiyue Han's MOST POPULAR ARTICLES
1-) A probabilistic approach to the Φ-variation of classical fractal functions with critical roughness Statistics & Probability Letters 168, 108920, 2021
2-) The roughness exponent and its model-free estimation arXiv preprint arXiv:2111.10301, 2021
3-) Estimating the roughness exponent of stochastic volatility from discrete observations of the realized variance arXiv preprint arXiv:2307.02582, 2023
4-) Step roots of Littlewood polynomials and the extrema of functions in the Takagi class Mathematical Proceedings of the Cambridge Philosophical Society 173 (3), 591-618, 2022
5-) A Gladyshev theorem for trifractional Brownian motion and -th order fractional Brownian motion arXiv preprint arXiv:2105.02385, 2021