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Results 21-25 of 25 (Search time: 0.002 seconds).
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Issue Date
Title
Author(s)
2008
Econometric modelling in finance and risk management: An overview
Gao, J.
;
McAleer, M.
;
Allen, D.
2009
Specification testing in nonlinear and nonstationary time series autoregression
Gao, J.
;
King, M.
;
Lu, Z.
;
Tjostheim, D.
2004
Modelling long-range-dependent Gaussian processes with application in continuous-time financial models
Gao, J.
2008
Bandwidth Selection in Nonparametric Kernel Testing
Gao, J.
;
Gijbels, I.
2008
A test for model specification of diffusion processes
Chen, S.
;
Gao, J.
;
Cheng, Y.
Discover
Author
6
Tjostheim, D.
4
Lu, Z.
3
Casas, I.
3
King, M.
3
Yin, J.
2
Chen, S.
2
Gijbels, I.
2
Tong, H.
2
Yao, J.
1
Allen, D.
.
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Subject
4
Continuous-time model
2
diffusion process
2
Long-range dependence
2
Nonparametric testing
1
Asset pricing
1
Asymptotic theory
1
Bayesian analysis
1
Bootstrap
1
central limit theorem
1
Cointegration
.
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1
2013
1
2011
3
2009
8
2008
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2007
3
2006
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2005
4
2004