Testing for volatility jumps in the stochastic volatility process
type: Item
instance of: scholarly article
title: Testing for volatility jumps in the stochastic volatility process
zbMATH Open document ID: 1134.91435
author: Masahito Kobayashi
published in: Asia-Pacific Financial Markets
publication date: 2007-01-24T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 5118219
zbMATH Keywords: jump process
zbMATH Keywords: Lagrange multiplier test
zbMATH Keywords: stochastic volatility process
MaRDI profile type: Publication
full work available at URL: s10690-006-9016-7
OpenAlex ID: W1990979319
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DOI: 10.1007/S10690-006-9016-7
description: scientific article; zbMATH DE number 5118219