Hypothesis test on stock price model

zbMATH Open1240.91189MaRDI QIDQ3170673FDOQ3170673

Authors: Wei Liu 

Publication date: 29 September 2011

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zbMATH Keywords

hypothesis testtechnical analysis indicatorsexponential Lévy process model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Non-Markovian processes: hypothesis testing (62M07)

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