Pages that link to "Item:Q391575"
From MaRDI portal
The following pages link to Goodness-of-fit test for stochastic volatility models (Q391575):
Displaying 14 items.
- Optimal restricted quadratic estimator of integrated volatility (Q287536) (← links)
- Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- Rejoinder on: ``An updated review of goodness-of-fit tests for regression models'' (Q364176) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← 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)
- TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
- Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing (Q3411074) (← links)
- Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014) (← links)
- Testing for EGARCH Against Stochastic Volatility Models (Q5467599) (← links)
- Goodness-of-fit test for stochastic volatility models Based on noisy observations (Q5739481) (← links)
