Estimation and Testing in Models Containing Both Jumps and...

Journal of Business and Economic Statistics 1998 / 04 Vol. 16; Iss. 2

Estimation and Testing in Models Containing Both Jumps and Conditional Heteroscedasticity

Feike C. Drost, Theo E. Nijman and Bas J. M. Werker
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Volume:
16
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.2307/1392579
Date:
April, 1998
File:
PDF, 271 KB
english, 1998
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