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Camilla Damian
Research Associate
,
Faculty of Science
,
Mathematics
Email
c.damian
vu
nl
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Research output
(4)
Courses
(1)
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Dive into the research topics where Camilla Damian is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Mathematics
Fractional Brownian Motion
100%
High-Frequency Data
100%
Random Noise
100%
Point Process
100%
Markov Chain
100%
Hidden Markov Models
100%
Expectation-Maximization Algorithm
100%
Parameter Estimation
83%
Credit Risk
66%
Inferential Statistics
50%
Hurst Index
50%
Simulated Data
50%
Recursive Algorithm
50%
Stochastic Volatility Model
50%
Ornstein Uhlenbeck Process
50%
Social Sciences
Regime Switching
100%
Policy Implication
100%
Volatility
100%