Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Holger Dette; Mark Podolskij; Mathias Vetter
| Year of publication: |
May 2004 ; [Elektronische Ressource]
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|---|---|
| Other Persons: | Dette, Holger (contributor) ; Podolskij, Mark (contributor) ; Vetter, Mathias (contributor) |
| Institutions: | Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund> (contributor) |
| Publisher: |
Dortmund : Univ., SFB 475 |
| Subject: | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Finanzmarkt | Financial market | Statistischer Test | Statistical test | Theorie | Theory |
freely available