Working paper

Bootstrapping high-frequency jump tests

Prosper Dovonon, Silvia Goncalves, Ulrich Hounyo, and Nour Meddahi

Reference

Prosper Dovonon, Silvia Goncalves, Ulrich Hounyo, and Nour Meddahi, “Bootstrapping high-frequency jump tests”, IDEI Working Paper, n. 870, May 2017.

See also

Published in

IDEI Working Paper, n. 870, May 2017