Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (Q3411074)

From MaRDI portal
Revision as of 11:12, 5 September 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
scientific article

    Statements

    Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (English)
    0 references
    0 references
    0 references
    0 references
    8 December 2006
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic equation
    0 references
    bootstrap
    0 references
    asymptotic distribution
    0 references