Goodness–of–Fit Test for Stochastic Volatility Models
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Publication:4609014
DOI10.1007/978-3-319-50986-0_6zbMath1383.62241OpenAlexW2766189125MaRDI QIDQ4609014
Abelardo Monsalve-Cobis, Jorge P. Zubelli, Manuel Febrero-Bande, Wenceslao González Manteiga
Publication date: 29 March 2018
Published in: From Statistics to Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-50986-0_6
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric hypothesis testing (62F03)
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