Testing the diffusion coefficient
Year of publication: |
2002
|
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Authors: | Kleinow, Torsten |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Diffusion | Continuous-time financial models | Nonparametric methods | Kernel smoothing | Goodness of fit test | spot rate models | interest rate | stock market index | Empirical Likelihood |
Series: | SFB 373 Discussion Paper ; 2002,38 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 726571008 [GVK] hdl:10419/65295 [Handle] RePEc:zbw:sfb373:200238 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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