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Testing and detecting jumps based on a discretely observed process

✍ Scribed by Yingying Fan; Jianqing Fan

Book ID: 113700334
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 493 KB
Volume: 164
Category: Article
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2011.06.014

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