Replaced by
Prosper Dovonon, Silvia Goncalves, Ulrich Hounyo, and Nour Meddahi, “Bootstrapping high-frequency jump tests”, Journal of the American Statistical Association, vol. 114, n. 526, 2019, pp. 793–803.
Reference
Prosper Dovonon, Silvia Goncalves, Ulrich Hounyo, and Nour Meddahi, “Bootstrapping high-frequency jump tests”, TSE Working Paper, n. 17-810, May 2017.
See also
Published in
TSE Working Paper, n. 17-810, May 2017