//-->
Testing the parametric specification of the diffusion function in a diffusion process
Li, Fuchun, (2005)
Gaussian Slug - Simple Nonlinearity Enhancement to the 1-Factor and Gaussian Copula Models in Finance, with Parametric Estimation and Goodness-of-Fit Tests on US and Thai Equity Data
Nacaskul, PhD, DIC, CFA, Poomjai, (2016)
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim, (2019)
Testing for the diffusion matrix in a continuous-time markov process model with applications to the term structure of interest rates
Li, Fuchun, (2021)
Financial stress, monetary policy, and economic activity
Li, Fuchun, (2010)
Identifying asymmetric comovements of international stock market returns
Li, Fuchun, (2014)