Open AccessPredictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models
Author(s) -
Valentina Corradi,
Norman R. Swanson
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1494590
Subject(s) - econometrics , diffusion , computer science , statistical physics , mathematics , physics , thermodynamics
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