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On a test for a parametric form of volatility in continuous time financial models.

Holger DetteCarsten von Lieres und Wilkau
Published in: Finance Stochastics (2003)
Keyphrases
  • stock market
  • decision making
  • statistical tests
  • stock price
  • parameter estimation
  • machine learning algorithms
  • classification models
  • parametric models
  • complex systems
  • test data
  • financial markets