Pages that link to "Item:Q530607"
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The following pages link to Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607):
Displaying 6 items.
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
- Alternative tests for correct specification of conditional predictive densities (Q1739884) (← links)
- Testing for jumps and jump intensity path dependence (Q1753059) (← links)
- Conditional predictive density evaluation in the presence of instabilities (Q2453081) (← links)
- A statistical procedure for testing financial contagion (Q5148591) (← links)