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Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise - MaRDI portal

Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise

From MaRDI portal
Publication:6654095

DOI10.20142/j.cnki.amas.202401053MaRDI QIDQ6654095

Weiqiang Liu, Qiang Chen, Meidi Hu

Publication date: 18 December 2024

Published in: Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)





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