Model checks for the volatility under microstructure noise (Q1932237): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model checks for the volatility under microstructure noise |
scientific article |
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Model checks for the volatility under microstructure noise (English)
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17 January 2013
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goodness-of-fit test
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heteroscedasticity
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microstructure noise
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parametric bootstrap
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stable convergence
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