Estimation and testing in models containing both jumps and conditional heteroskedasticity / by Feike C. Drost, Theo E. Nijman and Bas J.M. Werker - Nederlandse Bibliografie Totaal (NBT) - Fedor - Netwerk Digitaal Erfgoed

Estimation and testing in models containing both jumps and conditional heteroskedasticity / by Feike C. Drost, Theo E. Nijman and Bas J.M. Werker

Estimation and testing in models containing both jumps and conditional heteroskedasticity / by Feike C. Drost, Theo E. Nijman and Bas J.M. Werker

http://data.bibliotheken.nl/id/nbt/p134848098

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Estimation and testing in models containing both jumps and conditional heteroskedasticity / by Feike C. Drost, Theo E. Nijman and Bas J.M. Werker

http://data.bibliotheken.nl/id/nbt/p134848098

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Discussion paper / Center for Economic Research

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Estimation and testing in mode ...... E. Nijman and Bas J.M. Werker

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