The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
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- scientific article; zbMATH DE number 6324332 (Why is no real title available?)
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Cited in
(4)- Inference on volatility curve at high frequencies via functional data analysis
- A GMM approach to estimate the roughness of stochastic volatility
- ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS
- Distribution-free specification test for volatility function based on high-frequency data with microstructure noise
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