Model checks for the volatility under microstructure noise (Q1932237): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: nlmdl / rank | |||
Normal rank | |||
Revision as of 22:04, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model checks for the volatility under microstructure noise |
scientific article |
Statements
Model checks for the volatility under microstructure noise (English)
0 references
17 January 2013
0 references
goodness-of-fit test
0 references
heteroscedasticity
0 references
microstructure noise
0 references
parametric bootstrap
0 references
stable convergence
0 references
