Search Results - "Nonparametric test; Stochastic volatility models"

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    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
    Subjects: “…Nonparametric test; Stochastic volatility models…”
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