4 Treffer für Schlagwort = "Volatilität"

• Abelian theorems for stochastic volatility models with application to the estimation of jump activity of volatility Belomestny, Denis ; Panov, Vladimir [Dortmund] : SFB 823, 2011

• Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing Messow, Philip [Dortmund] : SFB 823, July 3, 2013

• Estimation of integrated volatility of volatility with applications to goodness-of-fit testing Vetter, Mathias [Dortmund] : SFB 823, 2011

• Structural change and spurious persistence in stochastic volatility Krämer, Walter ; Messow, Philip [Dortmund] : SFB 823, 2011