Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102)
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scientific article; zbMATH DE number 6589661
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| English | Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach |
scientific article; zbMATH DE number 6589661 |
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Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (English)
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6 June 2016
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specification tests
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integrated volatility
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bootstrap
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heteroscedasticity
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stable convergence
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0.8831564784049988
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0.850836455821991
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0.8428666591644287
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0.828105092048645
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0.8168419599533081
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