Using discrete-time techniques to test continuous-time models for nonlinearity in drift (Q1418613): Difference between revisions

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+Estimating continuous-time stochastic volatility models of the short-term interest rate
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+Q4230831
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+A Theory of the Term Structure of Interest Rates
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+A better way to bootstrap pairs.
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+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
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