Testing for threshold diffusion
Fei Su, Kung-Sik Chan
| Year of publication: |
April 2017
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|---|---|
| Authors: | Su, Fei ; Chan, Kung-sik |
| 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 876122-X. - Vol. 35.2017, 2, p. 218-227
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| Subject: | Girsanov's theorem | Interest rates | Nonlinear time series | Stochastic differential equation | Term structure | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zins | Interest rate | Schätzung | Estimation | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1073594 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704178