Are there Some Manipulations of SHIBOR: A Hypothesis Testing based on Financial Products Linked to SHIBOR.
Lin ChenZongfang ZhouPublished in: ITQM (2013)
Keyphrases
- hypothesis testing
- diffusion model
- garch model
- stock market
- monte carlo method
- markov chain
- monte carlo
- likelihood ratio
- statistical tests
- short term
- confidence intervals
- anisotropic diffusion
- diffusion process
- long term
- genetic algorithm
- multivariate time series
- information diffusion
- bayesian learning
- test statistic
- hypothesis tests
- diffusion tensor