Nonparametric Specification Test for Volatility Function in Diffusion Model and Its Applications Under Microstructure Noise

CHEN Qiang, LIU Weiqiang, HU Meidi

Acta Mathematicae Applicatae Sinica ›› 2024, Vol. 47 ›› Issue (3) : 443-463.

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中国科学院数学与系统科学研究院期刊网
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Acta Mathematicae Applicatae Sinica ›› 2024, Vol. 47 ›› Issue (3) : 443-463. DOI: 10.20142/j.cnki.amas.202401053

Nonparametric Specification Test for Volatility Function in Diffusion Model and Its Applications Under Microstructure Noise

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2024, 47(3): 443-463 https://doi.org/10.20142/j.cnki.amas.202401053

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