Estimating Stochastic Differential Equations Efficiently by Minimum Chi-Square
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- Ming Liu & Harold H. Zhang, "undated".
"Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models,"
Computing in Economics and Finance 1997
93, Society for Computational Economics.
- Ming Liu & Harold Zhang, 1996. "Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models," GSIA Working Papers 34, Carnegie Mellon University, Tepper School of Business.
- Liu, Ming, 2000. "Modeling long memory in stock market volatility," Journal of Econometrics, Elsevier, vol. 99(1), pages 139-171, November.
- Liu, Ming & Zhang, Harold H., 1998.
"Overparameterization in the seminonparametric density estimation,"
Elsevier, vol. 60(1), pages 11-18, July.
- Ming Liu & Harold H. Zhang, 1997. "Overparameterization in the Seminonparametric Density Estimation," GSIA Working Papers 197, Carnegie Mellon University, Tepper School of Business.
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