Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102): Difference between revisions
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Revision as of 21:16, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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