Simulation-based exact jump tests in models with conditional heteroskedasticity
| Year of publication: |
2003
|
|---|---|
| Authors: | Khalaf, Lynda ; Saphores, Jean-Daniel ; Bilodeau, Jean-Francois |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 28.2003, 3, p. 531-553
|
| Publisher: |
Elsevier |