Bootstrapping high-frequency jump tests

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

No 17-810, TSE Working Papers from Toulouse School of Economics (TSE)

Date: 2017-05
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-mst
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Citations: View citations in EconPapers (10)

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Related works:
Journal Article: Bootstrapping High-Frequency Jump Tests (2019)
Working Paper: Bootstrapping high-frequency jump tests (2017)
Working Paper: Bootstrapping high-frequency jump tests (2016)
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