Estimation and Testing in Models Containing Both Jumps and Conditional Heteroscedasticity
Year of publication: |
1998
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Authors: | Drost, Feike C. ; Nijman, Theo E. ; Werker, Bas J.M. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 16.1998, 2, p. 237-243
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