Testing for self-excitation in jumps
| Autor: | Boswijk, H. Peter, Laeven, Roger J.A., Yang, Xiye |
|---|---|
| Zdroj: | In Journal of Econometrics April 2018 203(2):256-266 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Boswijk, H. Peter, Laeven, Roger J.A., Yang, Xiye |
|---|---|
| Zdroj: | In Journal of Econometrics April 2018 203(2):256-266 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect