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Authors: Dette, Holger
Title: Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing
Language (ISO): en
Subject Headings: continuous time financial model
model diagnostics
diffusion process
heteroscedasticity
pseudo residuals
parametric bootstrap
estimation of integrated volatility
delta-method
URI: http://hdl.handle.net/2003/4903
http://dx.doi.org/10.17877/DE290R-6672
Issue Date: 2004
Provenance: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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