Jump models and higher moments

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

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

Original language	English
Title of host publication	Non-Linear Economic Models: Cross-sectional, Time Series and Neural Network Applications
Place of Publication	Cheltenham UK
Publisher	Edward Elgar Publishing
Pages	161 - 175
Number of pages	15
ISBN (Print)	1 85898 637 0
Publication status	Published - 1997

Cite this

@inbook{4b996ef6cb4347dda715591b07408d56,

title = "Jump models and higher moments",

author = "Lim, {G C} and Lye, {Jenny N} and Martin, {Gael M} and Martin, {Vance L}",

year = "1997",

language = "English",

isbn = "1 85898 637 0",

pages = "161 -- 175",

booktitle = "Non-Linear Economic Models: Cross-sectional, Time Series and Neural Network Applications",

publisher = "Edward Elgar Publishing",

address = "United Kingdom",

}