Aarhus University Seal / Aarhus Universitets segl

Testing the parametric form of the volatility in continuous time diffusion models-a stochastic process approach

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Econometrics
Volume143
Issue1
Pages (from-to)56-73
Number of pages18
ISSN0304-4076
DOIs
Publication statusPublished - 1 Mar 2008
Externally publishedYes

    Research areas

  • Bootstrap, Heteroscedasticity, Integrated volatility, Specification tests, Stable convergence

See relations at Aarhus University Citationformats

ID: 79221585