Pages that link to "Item:Q951480"
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The following pages link to Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480):
Displaying 5 items.
- Testing for jumps in the EGARCH process (Q834296) (← links)
- Testing for volatility jumps in the stochastic volatility process (Q862565) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Conditional higher order moments in metal asset returns (Q5001119) (← links)
- Full Bayesian Analysis for a Class of Jump-Diffusion Models (Q5321902) (← links)