Jump‐robust testing of volatility functions in continuous time models (Q6059411)
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scientific article; zbMATH DE number 7759498
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump‐robust testing of volatility functions in continuous time models |
scientific article; zbMATH DE number 7759498 |
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Jump‐robust testing of volatility functions in continuous time models (English)
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2 November 2023
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empirical process
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jump diffusion
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specification test
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volatility function
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