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

Vetter, Mathias, (2004)

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

Dette, Holger, (2005)

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

Dette, Holger, (2008)