Search Results - "Nonparametric tests"

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    Nonparametric specification tests for stochastic volatility models based on volatility density

    Nonparametric specification tests for stochastic volatility models based on volatility density by Zu, Yang

    Published 2015
    Subjects: “…Nonparametric tests…”
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  2. 2
    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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