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~isPartOf:"SFB 373 Discussion Paper"
~person:"Hong, Yongmiao"
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SFB 373 Discussion Paper
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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
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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
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