Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/18/1/37/5374540/hhh006.pdf
Reference52 articles.
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5. Ait-Sahalia, Y., 2002b, “Closed-Form Expansion for Multivariate Diffusions,” working paper, Princeton University.
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