Journal title
Econometrics

JOURNAL'S COLLECTIONS

Home / Econometrics / Vol: 6 Núm: 2 Par: June (2018) / Article

ARTICLE

TITLE

Data-Driven Jump Detection Thresholds for Application in Jump Regressions

Robert Davies and George Tauchen

SUMMARY

No disponible

Free Access

PAGES

NUMBER

Volumen: 6 Número: 2 Parte: June (2018)

COLLECTIONS

Economy

DOI

https://doi.org/10.3390/econometrics6020016