Distribution-free specification test for volatility function based on high-frequency data with microstructure noise
type: Item
instance of: scholarly article
title: Distribution-free specification test for volatility function based on high-frequency data with microstructure noise
author: Yanyan Li
published in: Metrika
publication date: 2022-10-04T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7596194
zbMATH Keywords: diffusion processes
zbMATH Keywords: volatility function
zbMATH Keywords: specification test
zbMATH Keywords: high-frequency data
zbMATH Keywords: microstructure noise
MaRDI profile type: Publication
full work available at URL: s00184-021-00857-8
OpenAlex ID: W4205769756
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DOI: 10.1007/S00184-021-00857-8
description: scientific article; zbMATH DE number 7596194