A test for a parametric form of the volatility in second-order diffusion models (Q1695433)
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scientific article; zbMATH DE number 6835518
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| English | A test for a parametric form of the volatility in second-order diffusion models |
scientific article; zbMATH DE number 6835518 |
Statements
A test for a parametric form of the volatility in second-order diffusion models (English)
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7 February 2018
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second-order diffusion models
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generalized likelihood ratio test
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local-linear fitting
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bootstrap
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0.8164404034614563
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0.8018211722373962
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0.7838847637176514
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0.7775295972824097
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0.7701321840286255
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