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Generalized Jump Regressions for Local Moments:
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
Journal of Business & Economic Statistics. 39 (2020) 4 - p. 1015-1025 , 2020
Link:
https://doi.org/10.1080/07350015.2020.1753526
RT Journal T1 <Title>Generalized Jump Regressions for Local Moments</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_07350015.2020.1753526&Exemplar=1&LAN=DE A1 Bollerslev, Tim A1 Li, Jia A1 Chaves, Leonardo Salim Saker PB Informa UK Limited YR 2020 SN 0735-0015 SN 1537-2707 JF Journal of Business & Economic Statistics VO 39 IS 4 SP 1015 OP 1025 LK http://dx.doi.org/https://doi.org/10.1080/07350015.2020.1753526 DO https://doi.org/10.1080/07350015.2020.1753526 SF ELIB - SuUB Bremen
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