Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189): Difference between revisions

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Latest revision as of 07:05, 12 July 2024

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Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
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    Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (English)
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    4 July 2016
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    testing
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    exact test
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    Monte Carlo test
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    maximized Monte Carlo test
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    Wald test
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    LR test
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    LM test
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    \(C(\alpha)\) test
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    homoskedasticity
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    stochastic volatility
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    two-factor volatility
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    identification
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    singular moment conditions
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    finance
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    stock prices
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