Pages that link to "Item:Q291102"

The following pages link to Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102):

Displaying 2 items.

• Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
• Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)