Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (Q2082567)
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scientific article; zbMATH DE number 7596194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution-free specification test for volatility function based on high-frequency data with microstructure noise |
scientific article; zbMATH DE number 7596194 |
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Distribution-free specification test for volatility function based on high-frequency data with microstructure noise (English)
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4 October 2022
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diffusion processes
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volatility function
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specification test
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high-frequency data
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microstructure noise
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