Goodness-of-fit test for stochastic volatility models (Q391575): Difference between revisions

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Property / author: Mei-Hui Guo / rank
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Property / author: Mei-Hui Guo / rank
 
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Latest revision as of 05:51, 7 July 2024

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Goodness-of-fit test for stochastic volatility models
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    Goodness-of-fit test for stochastic volatility models (English)
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    10 January 2014
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    bootstrap
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    empirical characteristic functions
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    V-statistics
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