Alejandra López-Pérez | DeepAI

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Featured Co-authors

Wenceslao González--Manteiga
17 publications
Manuel Febrero--Bande
8 publications

research

∙ 08/17/2022

A Comparative Review of Specification Tests for Diffusion Models

Diffusion models play an essential role in modeling continuous-time stoc...

0 Alejandra López-Pérez, et al. ∙

research

∙ 08/17/2022

Estimation and Specification Test for Diffusion Models with Stochastic Volatility

Given the importance of continuous-time stochastic volatility models to ...

0 Alejandra López-Pérez, et al. ∙