Identifying Jumps in Financial Assets: a Comparison between Nonparametric Jump Tests
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Dumitru, A and Urga, G (2012) Identifying Jumps in Financial Assets: a Comparison between Nonparametric Jump Tests Journal of Business & Economic Statistics, 30 (2). 242 - 255. ISSN 0735-0015
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Official URL: http://dx.doi.org/10.1080/07350015.2012.663250
| Item Type: | Article |
|---|---|
| Additional Information: | This is an electronic version of an article published in Journal of Business & Economic Statistics, 30(2), 242-255 (2012). Journal of Business & Economic Statistics is available online at: http://www.tandfonline.com/loi/ubes20 |
| Divisions: | Faculty of Business, Economics and Law > Economics |
| ID Code: | 427926 |
| Deposited By: | Symplectic Elements |
| Deposited On: | 22 Aug 2012 15:45 |
| Last Modified: | 16 Feb 2013 15:37 |
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