Estimation of integrated volatility of volatility with applications to goodness-of-fit testing

Published 2015 View Full Article

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Title
Estimation of integrated volatility of volatility with applications to goodness-of-fit testing
Authors
Keywords
-
Journal
BERNOULLI
Volume 21, Issue 4, Pages 2393-2418
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Online
2015-08-05
DOI
10.3150/14-bej648

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