Specification testing in discretized diffusion models: theory and practice

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Publication:299265

DOI10.1016/j.jeconom.2008.09.006zbMath1429.62468OpenAlexW1964702858MaRDI QIDQ299265

Isabel Casas, J. T. Gao

Publication date: 22 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/11980/1/MPRA_paper_11980.pdf




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