A comparative study of several bootstrap-based tests for the volatility in continuous-time diffusion models
Crossref DOI link: https://doi.org/10.1007/s10258-019-00157-0
Published Online: 2019-02-09
Published Print: 2020-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yan, Tianshun http://orcid.org/0000-0003-4777-6685
Zhang, Liping
Text and Data Mining valid from 2019-02-09
Article History
Received: 28 July 2017
Accepted: 28 January 2019
First Online: 9 February 2019