Zhaogang Song
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Person:528170
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Testing whether the underlying continuous-time process follows a diffusion: an infinitesimal operator-based approach Journal of Econometrics | 2017-05-12 | Paper |
| A martingale approach for testing diffusion models based on infinitesimal operator Journal of Econometrics | 2016-08-12 | Paper |
| A tale of two option markets: pricing kernels and volatility risk Journal of Econometrics | 2015-12-02 | Paper |
Research outcomes over time
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