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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

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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
Depositing User: Symplectic Elements
Date Deposited: 22 Aug 2012 14:45
Last Modified: 23 Sep 2013 19:22
URI: http://epubs.surrey.ac.uk/id/eprint/427926

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