The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450)
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scientific article; zbMATH DE number 6358144
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| English | The Bickel-Rosenblatt test for continuous time stochastic volatility models |
scientific article; zbMATH DE number 6358144 |
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The Bickel-Rosenblatt test for continuous time stochastic volatility models (English)
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17 October 2014
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Bickel-Rosenblatt test
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goodness-of-fit
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stochastic volatility models
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0.8177863955497742
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0.8172745108604431
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0.7925518751144409
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0.787103533744812
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0.7830671668052673
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