A Simulation-Based Specification Test for Diffusion Processes
| Year of publication: |
2008
|
|---|---|
| Authors: | Bhardwaj, Geetesh ; Corradi, Valentina ; Swanson, Norman R. |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 26.2008, April, p. 176-193
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005732835