Bootstrapping high-frequency jump tests

Journal of the American Statistical Association 2018 / 04

Bootstrapping high-frequency jump tests

Dovonon, Prosper, Gonçalves, Sílvia, Hounyo, Ulrich, Meddahi, Nour
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Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.2018.1447485
Date:
April, 2018
File:
PDF, 1.31 MB
english, 2018
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