A Simulation-Based Specification Test for Diffusion...

Journal of Business and Economic Statistics 2008 / 04 Vol. 26; Iss. 2

A Simulation-Based Specification Test for Diffusion Processes

Bhardwaj, Geetesh, Corradi, Valentina, Swanson, Norman R
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Volume:
26
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/073500107000000412
Date:
April, 2008
File:
PDF, 301 KB
english, 2008
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