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

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.format.extent	219020 bytes
dc.format.extent	421517 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	application/postscript
dc.identifier.uri	http://hdl.handle.net/2003/4903
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-6672
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

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