Variation-based tests for volatility misspecification (Q898596)
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scientific article; zbMATH DE number 6522152
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| English | Variation-based tests for volatility misspecification |
scientific article; zbMATH DE number 6522152 |
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Variation-based tests for volatility misspecification (English)
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18 December 2015
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volatility testing
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diffusion processes
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goodness-of-fit tests
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0.8575986623764038
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0.828105092048645
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0.8274338245391846
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0.8260142803192139
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0.8202453255653381
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