Testing for self-excitation in jumps

Published 2018 View Full Article

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Title
Testing for self-excitation in jumps
Authors
Keywords
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Journal
JOURNAL OF ECONOMETRICS
Volume 203, Issue 2, Pages 256-266
Publisher
Elsevier BV
Online
2018-01-11
DOI
10.1016/j.jeconom.2017.11.007

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