Bootstrap specification tests for diffusion processes (Q261886)
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scientific article; zbMATH DE number 6560398
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bootstrap specification tests for diffusion processes |
scientific article; zbMATH DE number 6560398 |
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Bootstrap specification tests for diffusion processes (English)
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24 March 2016
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block bootstrap
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diffusion process
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multifactor model
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parameter estimation error
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specification test
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stochastic volatility
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0.8723065257072449
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0.8343512415885925
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0.8095508813858032
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0.8052665591239929
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0.8028773069381714
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