A nonparametric specification test for the volatility functions of diffusion processes
Qiang Chen, Meidi Hu, and Xiaojun Song
| Year of publication: |
2019
|
|---|---|
| Authors: | Chen, Qiang ; Hu, Meidi ; Song, Xiaojun |
| Subject: | Bootstrap | diffusion processes | Monte Carlo simulation | nonparametric estimation | parametric volatility function | specification test | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2017.1365428 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012181335