Inference theory for volatility functional dependencies (Q284294)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Inference theory for volatility functional dependencies |
scientific article; zbMATH DE number 6581445
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Inference theory for volatility functional dependencies |
scientific article; zbMATH DE number 6581445 |
Statements
Inference theory for volatility functional dependencies (English)
0 references
18 May 2016
0 references
high-frequency data
0 references
occupation measure
0 references
semimartingale
0 references
specification test
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0.7546849250793457
0 references
0.7513148784637451
0 references
0.7495676279067993
0 references
0.7414795756340027
0 references
0.7405418753623962
0 references
