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Latest revision as of 02:17, 12 July 2024

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Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach
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    Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (English)
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    6 June 2016
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    specification tests
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    integrated volatility
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    bootstrap
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    heteroscedasticity
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    stable convergence
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