JUMP, NON-NORMAL ERROR DISTRIBUTION AND STOCK PRICE VOLATILITY — A NONPARAMETRIC SPECIFICATION TEST

MOHAMMAD MASUDUR RAHMAN, LAILA ARJUMAN ARA, ZHENLONG ZHENG
  • The Singapore Economic Review, April 2009, World Scientific Pub Co Pte Lt
  • DOI: 10.1142/s0217590809003203

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http://dx.doi.org/10.1142/s0217590809003203

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