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and Teukolsky, Saul A

2 Pith papers cite this work. Polarity classification is still indexing.

2 Pith papers citing it

years

2026 1 2024 1

verdicts

UNVERDICTED 2

representative citing papers

Multivariate Rough Volatility

q-fin.ST · 2024-12-18 · unverdicted · novelty 6.0

Extends rough fractional stochastic volatility to a multivariate fOU model with GMM estimation, simulation validation, and empirical analysis of realized volatility series showing correlations and spillover effects.

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Showing 2 of 2 citing papers.

  • Latitudinal variations in Neptune's temperature profile observed with ALMA astro-ph.EP · 2026-05-19 · unverdicted · none · ref 78

    ALMA CO(3-2) observations with MCMC retrievals show latitudinal temperature trends on Neptune, including a cold southern polar layer at 300-600 mbar, consistent with Voyager at 10-100 mbar but new at deeper levels.

  • Multivariate Rough Volatility q-fin.ST · 2024-12-18 · unverdicted · none · ref 86

    Extends rough fractional stochastic volatility to a multivariate fOU model with GMM estimation, simulation validation, and empirical analysis of realized volatility series showing correlations and spillover effects.