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