"Goodness-of-fit test for stochastic volatility models."

Liang-Ching Lin, Sangyeol Lee, Meihui Guo (2013)

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DOI: 10.1016/J.JMVA.2013.01.006

access: open

type: Journal Article

metadata version: 2021-02-17

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Liang-Ching Lin, Sangyeol Lee, Meihui Guo:
Goodness-of-fit test for stochastic volatility models. J. Multivar. Anal. 116: 473-498 (2013)

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