Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing

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DC Field	Value	Language
dc.contributor.author	Dette, Holger	de
dc.date.accessioned	2004-12-06T18:39:22Z	-
dc.date.available	2004-12-06T18:39:22Z	-
dc.date.issued	2004	de
dc.identifier.uri	http://hdl.handle.net/2003/4903	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-6672	-
dc.format.extent	219020 bytes	-
dc.format.extent	421517 bytes	-
dc.format.mimetype	application/pdf	-
dc.format.mimetype	application/postscript	-
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject	continuous time financial model	en
dc.subject	model diagnostics	en
dc.subject	diffusion process	en
dc.subject	heteroscedasticity	en
dc.subject	pseudo residuals	en
dc.subject	parametric bootstrap	en
dc.subject	estimation of integrated volatility	en
dc.subject	delta-method	en
dc.subject.ddc	310	de
dc.title	Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testing	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access	-
Appears in Collections:	Sonderforschungsbereich (SFB) 475

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