Bootstrapping high-frequency jump tests

Prosper Dovonon, Silvia Goncalves (), Ulrich Hounyo and Nour Meddahi

CIRANO Working Papers from CIRANO

Keywords: jumps; bootstrap; block multipower variation (search for similar items in EconPapers)
Date: 2016-05-09
New Economics Papers: this item is included in nep-ecm, nep-ets, nep-pr~ and nep-mst
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https://cirano.qc.ca/files/publications/2016s-24.pdf

Related works:
Working Paper: Bootstrapping high-frequency jump tests (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:cir:cirwor:2016s-24

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