DSpace at EWHA: A bootstrap test for jumps in financial economics

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.date.accessioned	2016-08-28T11:08:01Z	-
dc.date.available	2016-08-28T11:08:01Z	-
dc.date.issued	2014	*
dc.identifier.issn	0165-1765	*
dc.identifier.other	OAK-12050	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/228316	-
dc.description.abstract	I.i.d.bootstrap; Jump diffusion process; Ratio test; Realized bipower variation; Realized variation	*
dc.language	English	*
dc.publisher	Elsevier	*
dc.title	A bootstrap test for jumps in financial economics	*
dc.type	Article	*
dc.relation.issue	1	*
dc.relation.volume	125	*
dc.relation.index	SSCI	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	74	*
dc.relation.lastpage	78	*
dc.relation.journaltitle	Economics Letters	*
dc.identifier.doi	10.1016/j.econlet.2014.08.024	*
dc.identifier.wosid	WOS:000343955000019	*
dc.identifier.scopusid	2-s2.0-84907691385	*
dc.author.google	Hwang E.	*
dc.author.google	Shin D.W.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*