The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737)
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scientific article; zbMATH DE number 7121291
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| English | The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing |
scientific article; zbMATH DE number 7121291 |
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The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (English)
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23 October 2019
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empirical processes
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goodness-of-fit
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high-frequency data
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microstructure noise
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pre-averaging
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realized variance
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stochastic volatility
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0.798996090888977
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0.7968709468841553
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0.7834406495094299
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0.7613949179649353
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