Pages that link to "Item:Q3411074"
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The following pages link to Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (Q3411074):
Displaying 27 items.
- Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Goodness-of-fit test for stochastic volatility models (Q391575) (← links)
- Testing the local volatility assumption: a statistical approach (Q470421) (← links)
- Assessing relative volatility/ intermittency/energy dissipation (Q470490) (← links)
- Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales (Q473167) (← links)
- Inference from high-frequency data: a subsampling approach (Q515131) (← links)
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274) (← links)
- Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
- A note on the central limit theorem for bipower variation of general functions (Q927926) (← links)
- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment (Q1644249) (← links)
- Model checks for the volatility under microstructure noise (Q1932237) (← links)
- Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
- Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303) (← links)
- The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
- Goodness-of-fit testing for fractional diffusions (Q2392825) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
- Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
- INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES (Q3557544) (← links)
- Estimation of Volatility Functionals: The Case of a $$\sqrt{n}$$ Window (Q4560345) (← links)
- Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014) (← links)
- Goodness-of-fit test for stochastic volatility models Based on noisy observations (Q5739481) (← links)
- A nonparametric specification test for the volatility functions of diffusion processes (Q5860932) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
- Understanding limit theorems for semimartingales: a short survey (Q6573274) (← links)
- Heteroscedasticity test of high-frequency data with jumps and market microstructure noise (Q6580713) (← links)
