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

Master's

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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

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