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Estimation and testing in models containing both jumps and conditional heteroskedasticity

Drost,F.C.
; 
Nijman,T.E.
; 
Werker,B.J.M.
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Pagination: 6
Date
1998
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Tilburg University Research Output Collection
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Drost, F C, Nijman, T E & Werker, B J M 1998, 'Estimation and testing in models containing both jumps and conditional heteroskedasticity', Journal of Business and Economic Statistics, vol. 16, pp. 237-243.
URI
https://hdl.handle.net/20.500.14602/33291
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