Diagnostic tests for volatility models
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N. Shephard | P. Phillips | J. Davidson | Roderick McCrorie | N. Touzi | V. Corradi | M. Hallin | M. El-Gamal | W. Distaso | N. Webber | Viktor Todorov | K. Abadir | F. Bandi | Andrea Buraschi | C. Alexander | J. Hidalgo | Marcelo Fernandes | A. Melé | H. Pesaran | Joon Y. Park | Nour Meddahi | V. Todorov