Goodness-of-fit tests for continuous-time financial market models

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Bibliographic Details
Main Author:	YANG LONGHUI
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	diffusion model, empirical likelihood, kernel estimation, marginal density, bootstrap.
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/13887
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-13887
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spelling	sg-nus-scholar.10635-138872015-01-12T00:39:12Z Goodness-of-fit tests for continuous-time financial market models YANG LONGHUI STATISTICS & APPLIED PROBABILITY CHEN SONG XI diffusion model, empirical likelihood, kernel estimation, marginal density, bootstrap. Master's MASTER OF SCIENCE 2010-04-08T10:37:44Z 2010-04-08T10:37:44Z 2004-03-19 Thesis YANG LONGHUI (2004-03-19). Goodness-of-fit tests for continuous-time financial market models. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/13887 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	diffusion model, empirical likelihood, kernel estimation, marginal density, bootstrap.
spellingShingle	diffusion model, empirical likelihood, kernel estimation, marginal density, bootstrap. YANG LONGHUI Goodness-of-fit tests for continuous-time financial market models
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY YANG LONGHUI
format	Theses and Dissertations
author	YANG LONGHUI
author_sort	YANG LONGHUI
title	Goodness-of-fit tests for continuous-time financial market models
title_short	Goodness-of-fit tests for continuous-time financial market models
title_full	Goodness-of-fit tests for continuous-time financial market models
title_fullStr	Goodness-of-fit tests for continuous-time financial market models
title_full_unstemmed	Goodness-of-fit tests for continuous-time financial market models
title_sort	goodness-of-fit tests for continuous-time financial market models
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/13887
_version_	1681078934057254912

Goodness-of-fit tests for continuous-time financial market models

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