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How large is the jump discontinuity in the diffusion coefficient of a time-homogeneous diffusion?
Robert, Christian Yann - In: Econometric theory 39 (2023) 4, pp. 848-880
Persistent link: https://www.econbiz.de/10014342267
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Stochastic unit root models
Gouriéroux, Christian; Robert, Christian Yann - In: Econometric theory 22 (2006) 6, pp. 1052-1090
Persistent link: https://www.econbiz.de/10003396936
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STOCHASTIC UNIT ROOT MODELS
Gourieroux, Christian; Robert, Christian Y. - In: Econometric theory 22 (2006) 6, pp. 1052-1090
Persistent link: https://www.econbiz.de/10007393747