Journal Article

Mixed-scale Jump Regressions with Bootstrap Inference

Journal of Econometrics
Author(s)

Viktor Todorov

Jia Li

George Tauchen

Rui Chen

Date Published: 2015
Citations: Todorov, Viktor, Jia Li, George Tauchen, Rui Chen. 2015. Mixed-scale Jump Regressions with Bootstrap Inference. Journal of Econometrics. 417-432.