A Simple Test for GARCH Against a Stochastic Volatility Model

Research output: Contribution to journalArticleAcademicpeer-review

12 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)291-306
Number of pages16
JournalJournal of Financial Econometrics
Volume6
Issue number3
DOIs
Publication statusPublished - 2008

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