Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480)
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scientific article; zbMATH DE number 5356913
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| 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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0.8076105713844299
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0.7893726229667664
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0.7827069759368896
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0.782337486743927
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0.7800736427307129
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