Simulation-based exact jump tests in models with conditional heteroskedasticity
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Economic Dynamics and Control
سال: 2003
ISSN: 0165-1889
DOI: 10.1016/s0165-1889(03)00034-4