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  • Search: subject:"Keywords: model validation"
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Keywords: model validation 1 change-point detection 1 end-of-sample problem 1 high-frequency data 1 modelling of random variables 1 realised volatility 1 simple test for normality 1 small sample 1 two-component effect 1
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Moldovan, Max 1
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Stochastic modelling of random variables with an application in financial risk management
Moldovan, Max - 2003
The problem of determining whether or not a theoretical model is an accurate representation of an empirically observed phenomenon is one of the most challenging in the empirical scientific investigation. The following study explores the problem of stochastic model validation. Special attention...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009438314
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