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 |
Files in This Item:
File | Description | Size | Format | |
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32_04.pdf | DNB | 213.89 kB | Adobe PDF | View/Open |
tr32-04.ps | 411.64 kB | Postscript | View/Open |
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