Goodness-of-fit test for stochastic volatility models

  1. González-Manteiga, W.
  2. Zubelli, J.P.
  3. Monsalve-Cobis, A.
  4. Febrero-Bande, M.
Book:
From Statistics to Mathematical Finance: Festschrift in Honour of Winfried Stute

ISBN: 9783319509853

Year of publication: 2017

Pages: 89-104

Type: Book chapter

DOI: 10.1007/978-3-319-50986-0_6 GOOGLE SCHOLAR
Data source: Scopus