Goodness-of-fit test for stochastic volatility models (Q391575)
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scientific article; zbMATH DE number 6244312
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Goodness-of-fit test for stochastic volatility models |
scientific article; zbMATH DE number 6244312 |
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Goodness-of-fit test for stochastic volatility models (English)
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10 January 2014
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bootstrap
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empirical characteristic functions
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V-statistics
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0.9109449982643129
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0.8302481174468994
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0.8245415687561035
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0.8172745108604431
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