Rank Tests at Jump Events

DOI10.1080/07350015.2017.1328362MaRDI QIDQ6634863zbMATH OpenFDO

Authors Jia Li, Viktor Todorov, George Tauchen, Huidi Lin

Publication date 8 November 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2017.1328362

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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