Simulation-based exact jump tests in models with conditional heteroskedasticity
Lynda Khalaf; Jean-Daniel Saphores; Jean-François Bilodeau
| Year of publication: |
2003
|
|---|---|
| Authors: | Khalaf, Lynda ; Saphores, Jean-Daniel ; Bilodeau, Jean-François |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2003, 3, p. 531-553
|
| Subject: | Statistischer Test | Statistical test | ARCH-Modell | ARCH model |
| 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/10001853762