A Simulation-Based Specification Test for Diffusion Processes
| Year of publication: |
2008
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|---|---|
| Authors: | Bhardwaj, Geetesh ; Corradi, Valentina ; Swanson, Norman R. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 26.2008, 2, p. 176-193
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