Mixed-scale jump regressions with bootstrap inference

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Publication:1676389

DOI10.1016/j.jeconom.2017.08.017zbMath1377.62198OpenAlexW2597751284MaRDI QIDQ1676389

Rui Chen, Jia Li, George Tauchen, Viktor Todorov

Publication date: 7 November 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2573



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