Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests
| Year of publication: |
2012
|
|---|---|
| Authors: | Dumitru, Ana-Maria ; Urga, Giovanni |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 30.2012, 2 (1.4.), p. 242-256
|