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

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DSpace at EWHA자연과학대학 통계학전공 Journal papers

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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: 신동완

Issue Date: 2014

Journal Title: Economics Letters

ISSN: 0165-1765

Citation: Economics Letters vol. 125, no. 1, pp. 74 - 78

Publisher: Elsevier

Indexed: SSCI; SCOPUS

Document Type: Article

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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