Pages that link to "Item:Q494406"
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The following pages link to Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406):
Displayed 3 items.
- Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)