Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M02
@@ Property / Mathematics Subject Classification ID: 62M02 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G30
@@ Property / Mathematics Subject Classification ID: 91G30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6589661
@@ Property / zbMATH DE Number: 6589661 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+specification tests
@@ Property / zbMATH Keywords: specification tests / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+integrated volatility
@@ Property / zbMATH Keywords: integrated volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bootstrap
@@ Property / zbMATH Keywords: bootstrap / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heteroscedasticity
@@ Property / zbMATH Keywords: heteroscedasticity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stable convergence
@@ Property / zbMATH Keywords: stable convergence / rank @@
+Normal rank

Revision as of 19:48, 27 June 2023