Goodness-of-fit tests with dependent observations

Journal of Statistical Mechanics: Theory and Experiment

Volumn 2011, Issue 9, 2011, Pages

  Chicheportiche, Rémy ^a,b   Bouchaud, Jean Philippe ^a  

^a Capital Fund Management   (France)

^b Ecole Centrale de Paris   (France)

Author keywords

extreme value statistics; models of financial markets; stochastic processes

Indexed keywords

EID: 80053485943     PISSN: None     EISSN: 17425468     Source Type: Journal    
DOI: 10.1088/1742-5468/2011/09/P09003     Document Type: Article

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