Goodness-of-fit test for stochastic volatility models (Q4609014)
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scientific article; zbMATH DE number 6854736
| 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 6854736 |
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Goodness–of–Fit Test for Stochastic Volatility Models (English)
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29 March 2018
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goodness-of-fit test
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stochastic volatility models
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0.9109449982643129
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0.8472236394882202
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0.8313831090927124
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0.8240426778793335
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0.8056310415267944
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