Goodness-of-fit test for stochastic volatility models (Q391575): Difference between revisions
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Latest revision as of 16:12, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit test for stochastic volatility models |
scientific article |
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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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