Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Year of publication: |
2005
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Authors: | Hong, Yongmiao ; Li, Haitao |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 18.2005, 1, p. 37-84
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Subject: | Modellierung | Scientific modelling | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Finanzmarkt | Financial market | Stochastischer Prozess | Stochastic process | Theorie | Theory | Ökonometrisches Modell | Econometric model | Schätzung | Estimation | Zins | Interest rate | Euromarkt | Euromarkets | Welt | World |
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