Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang, Zheng, Xu, Pan, ZhiyuanVolume:
184
Langue:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2014.06.020
Date:
January, 2015
Fichier:
PDF, 767 KB
english, 2015