A locally asymptotically optimal test with application to financial data (Q1751996)
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scientific article; zbMATH DE number 6873708
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| English | A locally asymptotically optimal test with application to financial data |
scientific article; zbMATH DE number 6873708 |
Statements
A locally asymptotically optimal test with application to financial data (English)
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25 May 2018
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ARCH models
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Black-Scholes model
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Brownian motion
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contiguity
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LAN
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log-returns
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Samuelson model
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0.7712310552597046
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0.7286468744277954
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0.7263558506965637
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0.7260245084762573
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