The Realized Empirical Distribution Function of Stochastic...

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The Realized Empirical Distribution Function of Stochastic Variance with Application to Goodness-of-Fit Testing

Christensen, Kim, Thyrsgaard, Martin, Veliyev, Bezirgen
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Year:
2018
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3206896
File:
PDF, 805 KB
2018
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