On a test for constant volatility in continuous time financial models
| Year of publication: |
2001
|
|---|---|
| Authors: | Dette, Holger ; von Lieres und Wilkau, Carsten |
| Institutions: | Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2001,10 |
| Source: |
Persistent link: https://www.econbiz.de/10010955425