Testing the parametric form of the volatility in continuous time diffusion models--a stochastic process approach

Holger Dette and Mark Podolskij

Journal of Econometrics, 2008, vol. 143, issue 1, pages 56-73

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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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