Department of Economics and Business Economics

New tests for jumps in semimartingale models

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

  • School of Economics and Management
  • Centre for Research in Econometric Analysis of Time Series (CREATES)
Original languageEnglish
JournalStatistical Inference for Stochastic Processes
Volume13
Issue1
Pages (from-to)15-41
ISSN1387-0874
DOIs
Publication statusPublished - 2010

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