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A martingale approach for testing diffusion models based on infinitesimal operator
Song, Zhaogang - In: Journal of econometrics 162 (2011) 2, pp. 189-212
Persistent link: https://www.econbiz.de/10009270656
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Testing whether the underlying continuous-time process follows a diffusion : an infinitesimal operator-based approach
Chen, Bin; Song, Zhaogang - In: Journal of econometrics 173 (2013) 1, pp. 83-107
Persistent link: https://www.econbiz.de/10009719632
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A tale of two option markets : pricing kernels and volatility risk
Song, Zhaogang; Xiu, Dacheng - In: Journal of econometrics 190 (2016) 1, pp. 176-196
Persistent link: https://www.econbiz.de/10011591632
Cover Image
Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach
Chen, Bin; Song, Zhaogang - In: Journal of econometrics 173 (2013) 1, pp. 83-107
Persistent link: https://www.econbiz.de/10010069896
Cover Image
A martingale approach for testing diffusion models based on infinitesimal operator
Song, Zhaogang - In: Journal of econometrics 162 (2011) 2, pp. 189-213
Persistent link: https://www.econbiz.de/10008997627