Pages that link to "Item:Q5860932"
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The following pages link to A nonparametric specification test for the volatility functions of diffusion processes (Q5860932):
Displaying 4 items.
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- Jump‐robust testing of volatility functions in continuous time models (Q6059411) (← links)
- Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)
- Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise (Q6654095) (← links)
