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~person:"Hong, Yongmiao"
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Hong, Yongmiao
Posch, Olaf
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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1
Nonparametric Methods in
Continuous-Time
Finance: A Selective Review
Cai, Zongwu
;
Hong, Yongmiao
-
Sonderforschungsbereich 373, Quantifikation und …
-
2003
This paper gives a selective review on the recent developments of nonparametric methods in
continuous-time
finance …
Persistent link: https://www.econbiz.de/10010956574
Saved in:
2
Nonparametric Methods in
Continuous-Time
Finance: A Selective Review
Cai, Zongwu
;
Hong, Yongmiao
-
2003
This paper gives a selective review on the recent developments of nonparametric methods in
continuous-time
finance …
Persistent link: https://www.econbiz.de/10010296451
Saved in:
3
Nonparametric specification testing for
continuous-time
models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
Sonderforschungsbereich 373, Quantifikation und …
-
2002
We propose two nonparametric transition density-based speciþcation tests for
continuous-time
diffusion models. In …
Persistent link: https://www.econbiz.de/10010983648
Saved in:
4
Nonparametric specification testing for
continuous-time
models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
2002
We propose two nonparametric transition density-based speciþcation tests for
continuous-time
diffusion models. In …
Persistent link: https://www.econbiz.de/10010310588
Saved in:
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