Book And Research Paper Forum • Re: End-of-year Competition: David Orrell's q-variance paper in Wilmott

Coming back to the proposed quadratic relationship: why did we reject inverse Gamma process as its realisation? Because of infinite variance of variance? Have you tried simulating a path? (My apologies if you've already done this here.) No, not yet. It seems from my googling that people call more than one thing by this name. Can you give me a reference? Statistics: Posted by ISayMoo — less than a minute ago