Affine fractional stochastic volatility models

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Decoupling the Short- and Long-Term Behavior of Stochastic Volatility (2016, background): “, Comte and Renault (1996), Comte (1996), Comte and Renault (1998), and Comte et al. (2012) for literature”
Pricing under rough volatility (2015, unknown): “As a result, dW Qu = dW Pu + [ ρ μu/ √ vu + ρ̄γu ] du, t ≤ u ≤ T, ‡This is analogous to what happens in Comte, Coutin and Renault Comte et al. (2012) in the context of their fractionally integrated square root model.”
The Estimation of Leverage Effect With High-Frequency Data (2014, unknown): “A parallel development can be carried out under assumptions of fractional Brownian motion (Comte and Renault 1998; Gloter and Hoffmann 2004; Brockwell and Marquardt 2005; Nualart 2006; Comte et al. 2010).”
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (2011, unknown): “In [20, 19], this is achieved through fractional integration.”
ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (2018, methodology): “…Vasicek model (fVm), which is a Vasicek model driven by a fractional Brownian motion (fBm), has found a considerable amount of applications in economics and finance; see Comte and Renault (1998); Comte et al. (2012); Chronopoulou and Viens (2012a,b); Bayer et al. (2016) and references therein.”