Search Results - Boswijk, Peter

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  1. 1
    Consistent nonparametric specification tests for stochastic volatility models based on the return distribution

    Consistent nonparametric specification tests for stochastic volatility models based on the return distribution by Zu, Yang, Boswijk, Peter

    Published 2017
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  2. 2
    Adaptive wild bootstrap tests for a unit root with nonstationary volatility

    Adaptive wild bootstrap tests for a unit root with nonstationary volatility by Boswijk, Peter, Zu, Yang

    Published 2018
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  3. 3
    Estimating spot volatility with high-frequency financial data

    Estimating spot volatility with high-frequency financial data by Zu, Yang, Boswijk, Peter

    Published 2014
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