Testing for Jump Spillovers Without Testing for Jumps (2019)
Attributed to:
Extraction of trend, cycle, and memory from economic and financial series
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1080/01621459.2019.1609971
Publication URI: http://dx.doi.org/10.1080/01621459.2019.1609971
Type: Journal Article/Review
Parent Publication: Journal of the American Statistical Association
Issue: 531