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"Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust ..."

Sébastien Laurent, Christelle Lecourt, Franz C. Palm (2016)

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DOI: 10.1016/J.CSDA.2014.05.015

access: closed

type: Journal Article

metadata version: 2020-02-18

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Sébastien Laurent, Christelle Lecourt, Franz C. Palm:
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach. Comput. Stat. Data Anal. 100: 383-400 (2016)

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