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Research Details
Rank Tests at Jump Events, Journal of Business and Economic Statistics
Type
Article
Author(s)
Jia Li, Viktor Todorov, George Tauchen, Huidi Lin
Date Published
2019
Citations
Li, Jia, Viktor Todorov, George Tauchen, and Huidi Lin. 2019. Rank Tests at Jump Events. Journal of Business and Economic Statistics. 37: 312-321.
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