Pages that link to "Item:Q391575"

The following pages link to Goodness-of-fit test for stochastic volatility models (Q391575):

Displaying 5 items.

• Optimal restricted quadratic estimator of integrated volatility (Q287536) (← links)
• Rejoinder on: ``An updated review of goodness-of-fit tests for regression models'' (Q364176) (← links)
• The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
• Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
• The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)