Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise (Q6654095)
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scientific article; zbMATH DE number 7959387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise |
scientific article; zbMATH DE number 7959387 |
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Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise (English)
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18 December 2024
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diffusion model
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observed noise
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specification test
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nonparametric
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Monte Carlo simulation
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