Nonstationary Continuous - Time Processes ∗
نویسندگان
چکیده
∗Preliminary Comments are welcome. Paper written for the Handbook of Financial Econometrics edited by Yacine Aı̈t-Sahalia and Lars Peter Hansen. We thank Darrell Duffie, Benoit Perron and Mark Watson for discussions and Seoyeon Lee for research assistance. Bandi acknowledges financial support from the IBM Corporation Faculty Research Fund at the University of Chicago. Phillips thanks fhe NSF for support under grant no. SES 0092509. Comments are welcome and can be sent to Federico M. Bandi at [email protected].
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تاریخ انتشار 2002