Goodness-of-fit test for stochastic volatility models
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Publication:391575
DOI10.1016/j.jmva.2013.01.006zbMath1277.62125OpenAlexW1981499397MaRDI QIDQ391575
Sangyeol Lee, Liang-Ching Lin, Mei-Hui Guo
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.01.006
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09)
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