Goodness-of-fit test for stochastic volatility models (Q391575)
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scientific article; zbMATH DE number 6244312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit test for stochastic volatility models |
scientific article; zbMATH DE number 6244312 |
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Goodness-of-fit test for stochastic volatility models (English)
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10 January 2014
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bootstrap
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empirical characteristic functions
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V-statistics
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