LAILA ARJUMAN ARA

WTO Research Centre, Aoyama Gakuin University

4-4-25 Shibuya, Shibuya-ku

Tokyo, 150-8366

Japan

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Scholarly Papers (1)

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Jump, Non-Normal Error Distribution and Stock Price Volatility - A Nonparamedic Specification Test

The Singapore Economic Review
Posted: 06 May 2010 Last Revised: 14 May 2010
Mohammad Masudur Rahman, LAILA ARJUMAN ARA and Zhenlong Zheng
United Nations University-Institute of Advanced Studies (UNU-IAS), WTO Research Centre, Aoyama Gakuin University and Xiamen University - Department of Finance

Abstract:

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GARCH-jump, nonparametric specification test, t-distribution