Testing for jumps and jump intensity path dependence

Published 2018 View Full Article

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Title
Testing for jumps and jump intensity path dependence
Authors
Keywords
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Journal
JOURNAL OF ECONOMETRICS
Volume 204, Issue 2, Pages 248-267
Publisher
Elsevier BV
Online
2018-03-09
DOI
10.1016/j.jeconom.2018.02.004

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