Testing the parametric form of the volatility in continuous time diffusion models
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Date
2008Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Journal of EconometricsVolume
Pages / Article No.
Publisher
ElsevierSubject
Specification tests; Integrated volatility; Bootstrap; Heteroscedasticity; Stable convergenceOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Available online 15 August 2007.More
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ETH Bibliography
yes
Altmetrics