Jump models and higher moments

G C Lim, Jenny N Lye, Gael M Martin, Vance L Martin

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Original languageEnglish
Title of host publicationNon-Linear Economic Models: Cross-sectional, Time Series and Neural Network Applications
Place of PublicationCheltenham UK
PublisherEdward Elgar Publishing
Pages161 - 175
Number of pages15
ISBN (Print)1 85898 637 0
Publication statusPublished - 1997

Cite this

Lim, G. C., Lye, J. N., Martin, G. M., & Martin, V. L. (1997). Jump models and higher moments. In Non-Linear Economic Models: Cross-sectional, Time Series and Neural Network Applications (pp. 161 - 175). Edward Elgar Publishing.