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Goodness–of–Fit Test for Stochastic Volatility Models - MaRDI portal

Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014)

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scientific article; zbMATH DE number 6854736
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Goodness–of–Fit Test for Stochastic Volatility Models
scientific article; zbMATH DE number 6854736

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    Goodness–of–Fit Test for Stochastic Volatility Models (English)
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    29 March 2018
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    goodness-of-fit test
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    stochastic volatility models
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    Identifiers