Pages that link to "Item:Q898596"
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The following pages link to Variation-based tests for volatility misspecification (Q898596):
Displayed 4 items.
- Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157) (← links)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)