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~person:"Dette, Holger"
~subject:"Scientific modelling"
~subject:"Statistischer Test"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Testing the parametric form of the volatility in continuous time diffusion models : a stochastic process approach
Dette, Holger
;
Podolskij, Mark
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003722591
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