Model checks for the volatility under microstructure noise (Q1932237): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q162697
RedirectionBot (talk | contribs)
Changed an Item
Property / author
 
Property / author: Dette, Holger / rank
 
Normal rank

Revision as of 21:17, 9 February 2024

scientific article
Language Label Description Also known as
English
Model checks for the volatility under microstructure noise
scientific article

    Statements

    Model checks for the volatility under microstructure noise (English)
    0 references
    0 references
    0 references
    0 references
    17 January 2013
    0 references
    goodness-of-fit test
    0 references
    heteroscedasticity
    0 references
    microstructure noise
    0 references
    parametric bootstrap
    0 references
    stable convergence
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references