Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
JM Dufour, P Valéry - Journal of Econometrics, 2009 - Elsevier
… Besides, its simplicity allows for simulation-based inference and will be further exploited to obtain simulated testing procedures. In what follows, we will focus on the particular case …
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… Besides, its simplicity allows for simulation-based inference and will be further exploited to obtain simulated testing procedures. In what follows, we will focus on the particular case …