A simple test for GARCH against a stochastic volatility model

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages16
EditionEI-reprint reeks EI-1483
Publication statusPublished - 2008

Publication series

SeriesEI-reprint reeks
VolumeEI-1483

Cite this