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

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