Estimation and testing in models containing both jumps and conditional heteroskedasticity

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Original language	English
Pages (from-to)	237-243
Number of pages	6
Journal	Journal of Business and Economic Statistics
Volume	16
Publication status	Published - 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 and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor and Francis Ltd.",

}