Variation-based tests for volatility misspecification (Q898596)

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Variation-based tests for volatility misspecification
scientific article

    Statements

    title
    Variation-based tests for volatility misspecification (English)
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    author
    Alex Papanicolaou
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    Kay Giesecke
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    publication date
    18 December 2015
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    zbMATH Keywords
    volatility testing
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    diffusion processes
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    goodness-of-fit tests
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    Identifiers

    Mathematics Subject Classification ID
    62M02
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    60J60
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    62G10
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    91B70
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    zbMATH DE Number
    6522152
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