Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138)
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scientific article; zbMATH DE number 7202733
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| English | Time-invariant restrictions of volatility functionals: efficient estimation and specification tests |
scientific article; zbMATH DE number 7202733 |
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Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (English)
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21 May 2020
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specification test
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volatility functionals
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efficiency
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high-frequency data
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0.7602383494377136
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0.7475958466529846
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0.7433769106864929
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0.7358333468437195
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0.732330322265625
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