Nonparametric specification tests for stochastic volatility models based on volatility density
Year of publication: |
July 2015
|
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Authors: | Zu, Yang |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 323-344
|
Subject: | Nonparametric tests | Kernel deconvolution estimator | Stochastic volatility model | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
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