Inference theory for volatility functional dependencies (Q284294): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:59, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference theory for volatility functional dependencies |
scientific article |
Statements
Inference theory for volatility functional dependencies (English)
0 references
18 May 2016
0 references
high-frequency data
0 references
occupation measure
0 references
semimartingale
0 references
specification test
0 references
stochastic volatility
0 references
