The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing |
scientific article |
Statements
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (English)
0 references
23 October 2019
0 references
empirical processes
0 references
goodness-of-fit
0 references
high-frequency data
0 references
microstructure noise
0 references
pre-averaging
0 references
realized variance
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
