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Testing the Parametric Specification of the Diffusion Function in a Diffusion Process. (2005). Li, Fuchun.
In: Staff Working Papers.
RePEc:bca:bocawp:05-35.

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  1. Practitioners Corner. (2006). Canopius, Adam.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:4:y:2006:i:2:p:346-351.

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  2. A Semiparametric Two-Factor Term Structure Model. (2006). Yuan, Mingwei ; Li, Fuchun ; Knight, John.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:4:y:2006:i:2:p:204-237.

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References

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  12. Testing the Parametric Specification of the Diffusion Function in a Diffusion Process. (2005). Li, Fuchun.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-35.

    Full description at Econpapers || Download paper

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