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subject:"Monte-Carlo-Simulation"
type_genre:"Article in journal"
~person:"Chen, Qiang"
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Monte-Carlo-Simulation
Estimation theory
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Chen, Qiang
Tsionas, Efthymios G.
6
Dufour, Jean-Marie
5
Li, Yong
5
Zhang, Xibin
5
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4
Kilian, Lutz
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A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
2
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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