Estimation and testing in models containing both jumps and conditional heteroscedasticity
Feike C. Drost ; Theo E. Nijman ; Bas J. M. Werker
| Year of publication: |
1998
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|---|---|
| Authors: | Drost, Feike C. |
| Other Persons: | Nijman, Theodore E. (contributor) ; Werker, Bas J. M. (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 16.1998, 2, p. 237-243
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| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Frankreich | France | Großbritannien | United Kingdom | USA | United States | 1980-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001244002