Unit root testing in the presence of mean reverting jumps: evidence from US T-bond yields
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Publication:1739895
DOI10.1515/IJNSNS-2018-0012OpenAlexW2911793409MaRDI QIDQ1739895
Publication date: 29 April 2019
Published in: International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/ijnsns-2018-0012
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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