Pages that link to "Item:Q470421"
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The following pages link to Testing the local volatility assumption: a statistical approach (Q470421):
Displaying 5 items.
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
- Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (Q2633428) (← links)
- Estimation of Correlation for Continuous Semimartingales (Q3145567) (← links)
- A Local Linear Least-Absolute-Deviations Estimator of Volatility (Q3543700) (← links)
- Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations (Q6559473) (← links)