Testing the parametric specification of the diffusion function in a diffusion process
By: by Fuchun Li.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2005-35; Working paper (Bank of Canada) -- 2005-35.
Publisher: Bank of Canada
Published: 2005
Place of publication: Ottawa
Language: eng
Number of pages: 43
Subjects: Diffusion processes.
Notes: Distributed by the Government of Canada Depository Services Program.

Available also on the Internet.

Includes abstract in French.