Identifying Jumps in Financial Assets: a Comparison between Nonparametric Jump Tests
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
WP-Jumps_ long_March 2011.pdf
Restricted to Repository staff only until 24 November 2013.
Available under License : See the attached licence file.
|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|
|Depositing User:||Symplectic Elements|
|Date Deposited:||22 Aug 2012 14:45|
|Last Modified:||23 Sep 2013 19:22|
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