Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
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Publication:3411074
DOI10.1111/j.1467-9469.2006.00479.xzbMath1125.62084OpenAlexW2233142211MaRDI QIDQ3411074
Mathias Vetter, Mark Podolskij, Dette, Holger
Publication date: 8 December 2006
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2003/4903
Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09) Markov processes: hypothesis testing (62M02)
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Cites Work
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