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Simulation-Based Specification Test for Diffusion Processes

Bhardwaj, Geetesh Et al.

Simulation-Based Specification Test for Diffusion Processes 2008 - 2008 - 176-193 V. 26 Issue. 2

Subjects--Topical Terms:
Economic Statistics

Subjects--Index Terms: Block bootstrap;Finance;Continuous time model;Parameter estimation error;Stochastic volatility;Simulated GMM;

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