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Bootstrapping high-frequency jump tests

Dovonon, Prosper, Goncalves, Silvia, Hounyo, Ulrich and Meddahi, Nour (2019) Bootstrapping high-frequency jump tests. Journal of the American Statistical Association, 114 (526). pp. 793-803.

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Official URL: http://tse-fr.eu/pub/32661
Item Type: Article
Language: English
Date: 2019
Refereed: Yes
Place of Publication: Etast Unis
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 17 May 2018 08:05
Last Modified: 25 Oct 2019 10:52
["eprint_fieldname_oai_identifier" not defined]: oai:tse-fr.eu:32661
URI: http://publications.ut-capitole.fr/id/eprint/26019

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