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A test for the rank of the vol...
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International Journal of Energy Economics and Policy : IJEEP
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Showing
1
-
10
of
51,198
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotically distribution-free tests for the
volatility
function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
2
A test for the rank of the
volatility
process : the random perturbation approach
Jacod, Jean
;
Podolskij, Mark
-
2012
Persistent link: https://www.econbiz.de/10009682608
Saved in:
3
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
4
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
5
Testing for non-correlation between price and
volatility
jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
6
Martingale
effect of conventional vs. Islamic stock indices : evidence from the UAE
Marashdeh, Hazem
;
Ashraf, Sania
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
3
,
pp. 279-290
Persistent link: https://www.econbiz.de/10013326345
Saved in:
7
Are Asian stock markets efficient? : evidence from new multiple variance ratio tests
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 518-532
Persistent link: https://www.econbiz.de/10003759569
Saved in:
8
A test of
martingale
hypothesis
Park, Joon Y.
(
contributor
);
Wang, Yoon-Jae
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003283215
Saved in:
9
Asymptotically distribution-free goodness-of-fit testing : a unifying view
Li, Bo
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 632-657
Persistent link: https://www.econbiz.de/10003881210
Saved in:
10
Specification tests for the distribution of errors in nonoarametric regression : a
martingale
approach
Mora, Juan
;
Pérez-Alonso, Alicia
-
2008
Persistent link: https://www.econbiz.de/10003871481
Saved in:
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