Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models |
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Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (English)
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4 July 2016
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testing
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exact test
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Monte Carlo test
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maximized Monte Carlo test
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Wald test
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LR test
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LM test
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\(C(\alpha)\) test
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homoskedasticity
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stochastic volatility
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two-factor volatility
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identification
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singular moment conditions
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finance
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stock prices
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