Pages that link to "Item:Q2330737"
From MaRDI portal
The following pages link to The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737):
Displayed 3 items.
- Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
- Inference on volatility curve at high frequencies via functional data analysis (Q5867750) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)