The realized empirical distribution function of stochastic...

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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Volume:
212
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2019.06.002
Date:
October, 2019
File:
PDF, 910 KB
2019
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