Bootstrapping high-frequency jump tests

  • Prosper Dovonon, Sílvia Gonçalves, Ulrich Hounyo, Nour Meddahi
  • Journal of the American Statistical Association, April 2018, Taylor & Francis
  • DOI: 10.1080/01621459.2018.1447485

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http://dx.doi.org/10.1080/01621459.2018.1447485