The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450)
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scientific article; zbMATH DE number 6358144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Bickel-Rosenblatt test for continuous time stochastic volatility models |
scientific article; zbMATH DE number 6358144 |
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The Bickel-Rosenblatt test for continuous time stochastic volatility models (English)
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17 October 2014
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Bickel-Rosenblatt test
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goodness-of-fit
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stochastic volatility models
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