✦ LIBER ✦

Goodness-of-fit test for stochastic volatility models

✍ Scribed by Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui

Book ID: 120172163
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 530 KB
Volume: 116
Category: Article
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2013.01.006

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing goodness of fit for stochastic m

Testing goodness of fit for stochastic models of carcinogenesis

✍ Giovanni Gregori; Leonid Hanin; Georg Luebeck; Suresh Moolgavkar; Andrei Yakovle 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 184 KB

Goodness of fit tests in stochastic fron

Goodness of fit tests in stochastic frontier models

✍ Wei Siang Wang; Christine Amsler; Peter Schmidt 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 426 KB

Goodness-of-Fit Test for Uniform Stochas

Goodness-of-Fit Test for Uniform Stochastic Ordering among Several Distributions

✍ Chul Gyu Park, Chu-In Charles Lee and Tim Robertson 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 French ⚖ 661 KB

Goodness-of-fit test for copulas

✍ Valentyn Panchenko 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 195 KB

Copulas are often used in finance to characterize the dependence between assets. However, a choice of the functional form for the copula is an open question in the literature. This paper develops a goodness-of-fit test for copulas based on positive definite bilinear forms. The suggested test avoids

Goodness-of-fit for allocation models

✍ R.A. Bewley 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 223 KB

Goodness-of-fit Test in Parametric Time

Goodness-of-fit Test in Parametric Time Series Models

✍ Kathryn Prewitt 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 431 KB