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~isPartOf:"Journal of econometrics"
~person:"Kong, Xinbing"
~person:"Laeven, Roger J. A."
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Kong, Xinbing
Laeven, Roger J. A.
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Journal of econometrics
CentER Discussion Paper Series
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
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2
On the jump activity index for semimartingales
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
;
Mykland, Per A.
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 213-223
Persistent link: https://www.econbiz.de/10009509230
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