A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models
Year of publication: |
2008-05-14
|
---|---|
Authors: | Podolskij, Mark ; Ziggel, Daniel |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Bipower Variation | Central Limit Theorem | Diffusion Models | Goodness-Of- Fit Testing | High-Frequency Data | Integrated Volatility | Range-Based Bipower Variation | Semimartingale Theory |
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