Testing for the presence of jump components in jump diffusion models
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Publication:2172017
DOI10.1016/j.jeconom.2021.06.005OpenAlexW3191119948MaRDI QIDQ2172017
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
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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