| Original language | Undefined/Unknown |
|---|---|
| Place of Publication | 3000 DR Rotterdam |
| Number of pages | 16 |
| Edition | EI-reprint reeks EI-1483 |
| Publication status | Published - 2008 |
Publication series
| Series | EI-reprint reeks |
|---|---|
| Volume | EI-1483 |
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: Book/Report/Inaugural speech/Farewell speech › Report › Academic