XIAO Qingxian, ZHENG Zukang. The Inference of the Variance Function of a Stock Price Process[J]. Chinese Journal of Applied Probability and Statistics, 2000, 16(2): 182-190.
Citation: XIAO Qingxian, ZHENG Zukang. The Inference of the Variance Function of a Stock Price Process[J]. Chinese Journal of Applied Probability and Statistics, 2000, 16(2): 182-190.
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The Inference of the Variance Function of a Stock Price Process

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  • This paper discusses the inference of the variance function of a stock price process, we also obtain the large sample properties.
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