Bayesian DEJD model and detection of asymmetric jumps
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-04-18 (All new papers)
- NEP-ECM-2014-04-18 (Econometrics)
- NEP-ETS-2014-04-18 (Econometric Time Series)
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