A comparative study of several bootstrap-based tests for the volatility in continuous-time diffusion models
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Economics and Econometrics
Link
http://link.springer.com/article/10.1007/s10258-019-00157-0/fulltext.html
Reference15 articles.
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4. Cox JC, Ingersoll JE, Ross SA (1980) An analysis of variable rate loan contracts. J Financ 35:389–403
5. Cox JC, Ingersoll JE, Ross SA (1985) A theory of the term structure of interest rates. Econometrica 53(2):385–407
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