Showing 1 - 2 of 2
Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...
Persistent link: https://www.econbiz.de/10009578026
Statistics is considered to be a difficult science since it requires a variety of skills including handling of … quantitative data, graphical insights as well as mathematical ability. Yet ever increasing special knowledge of statistics is … educated statisticians is visible, our methods of teaching statistics follow essentially the ideas developed by our …
Persistent link: https://www.econbiz.de/10009579170