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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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3
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
Saved in:
4
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
Saved in:
5
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
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