A test for the rank of the volatility process : the random perturbation approach

Jean Jacod and Mark Podolskij

Year of publication:	2012
Authors:	Jacod, Jean ; Podolskij, Mark
Publisher:	Aarhus : School of Economics and Management
Subject:	Volatilität \| Volatility \| Statistischer Test \| Statistical test \| Heteroskedastizität \| Heteroscedasticity \| Zentraler Grenzwertsatz \| Central limit theorem \| Martingal \| Martingale \| Theorie \| Theory

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