| Original language | Undefined/Unknown |
|---|---|
| Pages (from-to) | 291-306 |
| Number of pages | 16 |
| Journal | Journal of Financial Econometrics |
| Volume | 6 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 2008 |
Research programs
- EUR ESE 31
A Simple Test for GARCH Against a Stochastic Volatility Model
Philip Hans Franses, MJ van der Leij, Richard Paap
Research output: Contribution to journal › Article › Academic › peer-review