A simple test for GARCH against a stochastic volatility model

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Original language	Undefined/Unknown
Place of Publication	3000 DR Rotterdam
Number of pages	17
Edition	Econometric Institute Report Serie EI 2005-41
Publication status	Published - 2005

Series	Econometric Institute Report Serie
Volume	EI 2005-41

Cite this

@book{1a3dd53332e847f58be553a55a98cae5,

title = "A simple test for GARCH against a stochastic volatility model",

author = "Franses, {Philip Hans} and {van der Leij}, MJ and Richard Paap",

year = "2005",

language = "Undefined/Unknown",

series = "Econometric Institute Report Serie",

publisher = "Econometric Institute, EUR",

edition = "Econometric Institute Report Serie EI 2005-41",

}