Simulation-based exact jump tests in models with conditional heteroskedasticity
| Year of publication: |
2004
|
|---|---|
| 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 7174093. - Vol. 28.2004, 3, p. 531-554
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