Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
Jean-Marie Dufour; Pascale Valéry
| Year of publication: |
2009
|
|---|---|
| Authors: | Dufour, Jean-Marie ; Valéry, Pascale |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 150.2009, 2, p. 193-206
|
| Subject: | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003858526