Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates*
- 期刊名称Journal of Financial Econometrics
- 作者Li, Fuchun
- 印刷ISSN1479-8409
- 电子ISSN1479-8417
- 文件大小1929.36KB
- 发表时间2019-09-04
- DOI10.1093/jjfinec/nbz026
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