On a test for a parametric form of volatility in continuous time financial models
Holger Dette; Carsten von Lieres und Wilkau
| Year of publication: |
2003
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|---|---|
| Authors: | Dette, Holger ; Lieres und Wilkau, Carsten von |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 3, p. 363-384
|
| Subject: | Volatilität | Volatility | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Heteroskedastizität | Heteroscedasticity |
| 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/10001771740