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A bootstrap test for jumps in financial economics

Title
A bootstrap test for jumps in financial economics
Authors
Hwang E.Shin D.W.
Ewha Authors
신동완
SCOPUS Author ID
신동완scopus
Issue Date
2014
Journal Title
Economics Letters
ISSN
0165-1765JCR Link
Citation
vol. 125, no. 1, pp. 74 - 78
Publisher
Elsevier
Indexed
SSCI; SCOPUS WOS scopus
Abstract
I.i.d.bootstrap; Jump diffusion process; Ratio test; Realized bipower variation; Realized variation
DOI
10.1016/j.econlet.2014.08.024
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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