Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach

Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing

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Testing the parametric form of the volatility in continuous time diffusion models: an empirical process approach

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Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing

DETTE, HOLGER, (2006)