Testing for the presence of jump components in jump diffusion models

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Publication:2172017

DOI10.1016/J.JECONOM.2021.06.005OpenAlexW3191119948MaRDI QIDQ2172017FDOQ2172017

Bin Wang, Xu Zheng

Publication date: 14 September 2022

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.06.005





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