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A Simulation-Based Specification Test for Diffusion Processes (2008)

First Author: Bhardwaj G

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