Zhaogang Song

From MaRDI portal
(Redirected from Zhaogang Song)



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach
Journal of Econometrics
2017-05-12Paper
A martingale approach for testing diffusion models based on infinitesimal operator
Journal of Econometrics
2016-08-12Paper
A tale of two option markets: pricing kernels and volatility risk
Journal of Econometrics
2015-12-02Paper


Research outcomes over time


This page was built for person: Zhaogang Song