A locally asymptotically optimal test with application to financial data (Q1751996)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A locally asymptotically optimal test with application to financial data |
scientific article |
Statements
A locally asymptotically optimal test with application to financial data (English)
0 references
25 May 2018
0 references
ARCH models
0 references
Black-Scholes model
0 references
Brownian motion
0 references
contiguity
0 references
LAN
0 references
log-returns
0 references
Samuelson model
0 references
