Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406)
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scientific article; zbMATH DE number 6477253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric specification tests for stochastic volatility models based on volatility density |
scientific article; zbMATH DE number 6477253 |
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Nonparametric specification tests for stochastic volatility models based on volatility density (English)
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1 September 2015
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nonparametric tests
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kernel deconvolution estimator
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stochastic volatility model
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