Testing for Volatility Jumps in the Stochastic Volatility Process
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 12 (2005)
Issue (Month): 2 (June)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
jump process; Lagrange multiplier test; stochastic volatility process;
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