Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
- 期刊名称Scandinavian Journal of Statistics
- 作者Holger Dette, Mark Podolskij and Mathias Vetter
- 卷第33卷
- 期第2期
- 印刷ISSN0303-6898
- 电子ISSN1467-9469
- 文件大小1385.86KB
- 发表时间2006-06
- DOI10.2307/4616924
- 页码259-278
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