Pages that link to "Item:Q898596"
From MaRDI portal
The following pages link to Variation-based tests for volatility misspecification (Q898596):
Displaying 12 items.
- Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
- A specification test of stochastic diffusion models (Q385188) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- A test for a parametric form of the volatility in second-order diffusion models (Q1695433) (← links)
- Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157) (← 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)
- A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← 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)
- Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise (Q6654095) (← links)
