Title of article :
Simulation-based exact jump tests in models with conditional heteroskedasticity
Author/Authors :
Lynda Khalaf، نويسنده , , Jean-Daniel Saphores، نويسنده , , Jean-François Bilodeau، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Keywords :
Jump process , Exact test , Bounds test , Conditional heteroskedasticity , Monte-Carlo test
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
