Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (Q3411074): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 18:50, 4 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing |
scientific article |
Statements
Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (English)
0 references
8 December 2006
0 references
stochastic equation
0 references
bootstrap
0 references
asymptotic distribution
0 references