Estimation and testing in models containing both jumps and conditional heteroskedasticity

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)237-243
Number of pages6
JournalJournal of Business and Economic Statistics
Volume16
Publication statusPublished - 1998

Cite this

@article{796f4704dba34ba8924f70f9c800f13c,
title = "Estimation and testing in models containing both jumps and conditional heteroskedasticity",
author = "F.C. Drost and T.E. Nijman and B.J.M. Werker",
note = "Pagination: 6",
year = "1998",
language = "English",
volume = "16",
pages = "237--243",
journal = "Journal of Business & Economic Statistics",
issn = "0735-0015",
publisher = "American Statistical Association",

}

Estimation and testing in models containing both jumps and conditional heteroskedasticity. / Drost, F.C.; Nijman, T.E.; Werker, B.J.M.

In: Journal of Business and Economic Statistics, Vol. 16, 1998, p. 237-243.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Estimation and testing in models containing both jumps and conditional heteroskedasticity

AU - Drost, F.C.

AU - Nijman, T.E.

AU - Werker, B.J.M.

N1 - Pagination: 6

PY - 1998

Y1 - 1998

M3 - Article

VL - 16

SP - 237

EP - 243

JO - Journal of Business & Economic Statistics

JF - Journal of Business & Economic Statistics

SN - 0735-0015

ER -