Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data |
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Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (English)
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27 May 2015
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nonparametric tests
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time-varying beta
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stochastic volatility
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high-frequency data
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