Specification analysis in regime-switching continuous-time diffusion models for market volatility (2017)
Attributed to:
Modelling Interest Rate Dynamics: A Flexible and Efficient Nonparametric Likelihood Approach
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1515/snde-2016-0047
Publication URI: https://doi.org/10.1515/snde-2016-0047
Type: Journal Article/Review
Parent Publication: Studies in Nonlinear Dynamics & Econometrics
Issue: 1