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On a test for a parametric form of volatility in continuous time financial models |
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| Authors: | Holger Dette Carsten von Lieres und Wilkau |
| Affiliation: | 1.Ruhr-Universit?t Bochum, Fakult?t für Mathematik, 44780 Bochum, Germany (e-mail: holger.dette@ruhr-uni-bochum.de),DE;2.WestLB, Department: 001-61600, Friedrichstrasse 62-80, 40217 Düsseldorf, Germany (e-mail: carsten_von_lieres@WestLB.de),DE |
| Abstract: | |
| Keywords: | : Model diagnostics diffusion process heteroscedasticity pseudo residuals parametric bootstrap |
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