Pages that link to "Item:Q1695433"
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The following pages link to A test for a parametric form of the volatility in second-order diffusion models (Q1695433):
Displaying 4 items.
- Asymptotically distribution-free tests for the volatility function of a diffusion (Q473355) (← links)
- Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
- Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)