Testing for jumps in the GARCH-t model
By: Xiuhong Shi and Masahito Kobayashi
Contributors: Kobayashi, Masahito
Series: Discussion paper series (Yokohama Kokuritsu Daigaku. Center for International Trade Studies) -- 05-F-2
Publisher: Yokohama National University, Center for International Trade Studies
Published: 2005
Place of publication: Yokohama
Language: eng