Test for dispersion constancy in stochastic differential equation models (Q5414508)
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scientific article; zbMATH DE number 6292441
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for dispersion constancy in stochastic differential equation models |
scientific article; zbMATH DE number 6292441 |
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Test for dispersion constancy in stochastic differential equation models (English)
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6 May 2014
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Black-Scholes models
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constancy test for volatility
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Jarque-Bera test
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Ljung-Box test
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stochastic differential equation models
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