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"Order selection of continuous time models: Applications to estimation of ..."

Gopal K. Basak, Ngai Hang Chan, Philip P. K. Lee (2003)

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DOI: 10.1109/CIFER.2003.1196274

access: closed

type: Conference or Workshop Paper

metadata version: 2019-09-16

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  - conf/cifer/BasakCL03
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Gopal K. Basak, Ngai Hang Chan, Philip P. K. Lee:
Order selection of continuous time models: Applications to estimation of risk premiums. CIFEr 2003: 293-300

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