Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480)
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scientific article; zbMATH DE number 5356913
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation-based exact jump tests in models with conditional heteroskedasticity |
scientific article; zbMATH DE number 5356913 |
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Simulation-based exact jump tests in models with conditional heteroskedasticity (English)
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24 October 2008
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Monte-Carlo test
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bounds test
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exact test
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jump process
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conditional heteroskedasticity
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