A nonparametric test of the mixture-of-distributions model

DOI10.1088/1469-7688/3/3/304zbMath1408.62190OpenAlexW2159668105MaRDI QIDQ4647259

Wai Mun Fong, Wesley Fabrice Lab-Sane

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/3/3/304

zbMATH Keywords

nonparametric testprice volatilitymixture-of-distributions model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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