Nonparametric specification test for volatility function in diffusion model and its applications under microstructure noise
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Publication:6654095
DOI10.20142/j.cnki.amas.202401053MaRDI QIDQ6654095
Weiqiang Liu, Qiang Chen, Meidi Hu
Publication date: 18 December 2024
Published in: Acta Mathematicae Applicatae Sinica (Search for Journal in Brave)
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