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Testing the parametric specification of the diffusion function in a diffusion process
Li, Fuchun, (2005)
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim, (2019)
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)
Identifying asymmetric comovements of international stock market returns
Li, Fuchun, (2014)
Financial stress, monetary policy, and economic activity
Li, Fuchun, (2010)
Testing for the diffusion matrix in a continuous-time markov process model with applications to the term structure of interest rates
Li, Fuchun, (2021)