The drift burst hypothesis
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Publication:2116347
DOI10.1016/j.jeconom.2020.11.004OpenAlexW3114559834MaRDI QIDQ2116347
Roberto Renò, Kim Christensen, Roel C. A. Oomen
Publication date: 16 March 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.11.004
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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