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On a test for constant volatility in continuous time financial models

Holger Dette; Carsten von Lieres und Wilkau
Year of publication:
2001
Authors: Dette, Holger ; Lieres und Wilkau, Carsten von
Publisher: Dortmund : SFB 475, Universität Dortmund
Subject: Volatilität | Volatility | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach
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