A Simulation-Based Specification Test for Diffusion Processes (2008)
Attributed to:
Conditional Independence, Noncausality and International Market Links: A Realized Measure Approach
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1198/073500107000000412
Publication URI: http://dx.doi.org/10.1198/073500107000000412
Type: Journal Article/Review
Parent Publication: Journal of Business & Economic Statistics
Issue: 2