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
Identification Number : 10.1080/01621459.2018.1447485
Item Type: | Article |
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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: | 10 Sep 2021 11:32 |
OAI Identifier: | oai:tse-fr.eu:32661 |
URI: | https://publications.ut-capitole.fr/id/eprint/26019 |
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Bootstrapping high-frequency jump tests. (deposited 18 May 2017 13:05)
- Bootstrapping high-frequency jump tests. (deposited 17 May 2018 08:05) [Currently Displayed]