Simulation-based exact jump tests in models with conditional heteroskedasticity

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2003
Volume: 28
Issue: 3
Pages: 531-553

Authors (3)

Khalaf, Lynda (Carleton University) Saphores, Jean-Daniel (not in RePEc) Bilodeau, Jean-Francois (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:dyncon:v:28:y:2003:i:3:p:531-553
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25