Simulation-based exact tests in jump-diffusion models in the resence of unidentified nuisance parameters : an application to commodity spot prices

Lynda Khalaf; Jean-Daniel Saphores; Jean-François Bilodeau

Year of publication:	2000
Authors:	Khalaf, Lynda ; Saphores, Jean-Daniel ; Bilodeau, Jean-François
Publisher:	Québec
Subject:	Statistischer Test \| Statistical test \| Regressionsanalyse \| Regression analysis \| Rohstoffpreis \| Commodity price \| Theorie \| Theory

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