Back in January 2020, Volume 19, Issue 1, pp 33–47... "A comparative study of several bootstrap-based tests for the volatility in continuous-time diffusion models" by T. Yan & L. Zhang. https://t.co/v4nqMGXv5w #PortugueseEconomicJournal #Bootstrap #Dif
385 followers
2,551 followers
RT @PortEconJ: Available online first: "A comparative study of several bootstrap-based tests for the volatility in continuous-time diffusio…
385 followers
Available online first: "A comparative study of several bootstrap-based tests for the volatility in continuous-time diffusion models" by T. Yan and L. Zhang. https://t.co/v4nqMGXv5w #PEJ #PortugueseEconomicJournal #economics #econometrics #bootstrap #diffu