The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim, Thyrsgaard, Martin, Veliyev, BezirgenVolume:
212
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2019.06.002
Date:
October, 2019
File:
PDF, 910 KB
2019