Inference theory for volatility functional dependencies (Q284294): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2016.01.004 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2268965151 / rank | |||
Normal rank | |||
Revision as of 23:02, 19 March 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
