Pages that link to "Item:Q494406"

The following pages link to Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406):

Displaying 7 items.

• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
• The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
• Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567) (← links)
• Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
• The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
• A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
• NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)