Department of Economics and Business Economics

A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Econometrics
Volume198
Issue number1
Pages (from-to)10-28
ISSN0304-4076
DOIs
StatePublished - 2017

See relations at Aarhus University Citationformats

ID: 108674776