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  Distribution-free specification test for volatility function based on high-frequency data with microstructure noise
 
 
Title: Distribution-free specification test for volatility function based on high-frequency data with microstructure noise
Author: Tang, Yinfen
Su, Tao
Zhang, Zhiyuan
Appeared in: Metrika
Paging: Volume 85 () nr. 8 pages 977-1022
Year: 2022-01-03
Contents:
Publisher: Springer Berlin Heidelberg, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 3 of 5 found articles
 
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