Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (Q3411074): Difference between revisions
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Revision as of 15:32, 19 March 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)
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8 December 2006
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stochastic equation
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bootstrap
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asymptotic distribution
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