Pages that link to "Item:Q291102"

The following pages link to Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102):

Displaying 21 items.

• Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Testing the local volatility assumption: a statistical approach (Q470421) (← links)
• Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
• Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
• Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
• Inference from high-frequency data: a subsampling approach (Q515131) (← links)
• Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
• Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
• Variation-based tests for volatility misspecification (Q898596) (← links)
• A note on the central limit theorem for bipower variation of general functions (Q927926) (← links)
• Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
• A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
• Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
• Model checks for the volatility under microstructure noise (Q1932237) (← links)
• Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
• Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
• The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
• Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
• A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
• Empirical‐process‐based specification tests for diffusion models (Q6180919) (← links)