Double Asymptotics for Explosive Continuous Time Models
Year of publication: |
2012-01
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Authors: | Wang, Xiaohu ; Yu, Jun |
Institutions: | School of Economics, Singapore Management University |
Subject: | Explosive | Continuous Time | Lévy Process | Invariance Principle | Double Asymptotics |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in SMU Economics and Statistics Working Paper Series Number 16-2012 27 pages |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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