Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (Q3411074)
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scientific article; zbMATH DE number 5079172
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| English | Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing |
scientific article; zbMATH DE number 5079172 |
Statements
Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (English)
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8 December 2006
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stochastic equation
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bootstrap
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asymptotic distribution
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0.8313831090927124
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0.827734112739563
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0.8245415687561035
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0.819456934928894
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