Estimation and testing in models containing both jumps and conditional heteroskedasticity
by Feike C. Drost, Theo E. Nijman and Bas J. M. Werker
| Year of publication: |
1994
|
|---|---|
| Authors: | Drost, Feike C. ; Nijman, Theodore E. ; Werker, Bas J. M. |
| Publisher: |
Tilburg |
| Subject: | Schätztheorie | Estimation theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Frankreich | France | Wechselkurs | Exchange rate | Großbritannien | United Kingdom |
| Extent: | 20 Bl |
|---|---|
| Series: | Discussion paper / Center for Economic Research, Tilburg University. - Amsterdam, ISSN 0924-7815, ZDB-ID 2174283-2. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000904675