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

Dette, Holger2004-12-062004-12-062004http://hdl.handle.net/2003/490310.17877/DE290R-6672enUniversitätsbibliothek Dortmundcontinuous time financial modelmodel diagnosticsdiffusion processheteroscedasticitypseudo residualsparametric bootstrapestimation of integrated volatilitydelta-method310Estimation of Integrated Volatility in Continuous Time Financial Models with Applications to Goodness-of-Fit Testingreport