Specification testing in discretized diffusion models: Theory and practice

Jiti Gao, Isabel Casas

Research output: Contribution to journalArticleResearchpeer-review

9 Citations (Scopus)
Original languageEnglish
Pages (from-to)131 - 140
Number of pages10
JournalJournal of Econometrics
Volume147
Issue number1
DOIs
Publication statusPublished - 2008
Externally publishedYes

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