Test for dispersion constancy in stochastic differential equation models (Q5414508): Difference between revisions

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Latest revision as of 11:26, 8 July 2024

scientific article; zbMATH DE number 6292441
Language Label Description Also known as
English
Test for dispersion constancy in stochastic differential equation models
scientific article; zbMATH DE number 6292441

    Statements

    Test for dispersion constancy in stochastic differential equation models (English)
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    6 May 2014
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    Black-Scholes models
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    constancy test for volatility
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    Jarque-Bera test
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    Ljung-Box test
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    stochastic differential equation models
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