Data-driven Jump Detection Thresholds for Application in Jump Regressions∗ Robert Davies† and George Tauchen‡ September 17, 2015 - Beta distribution - Document - PDFSEARCH.IO

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	Data-driven Jump Detection Thresholds for Application in Jump Regressions∗ Robert Davies† and George Tauchen‡ September 17, 2015 Add to Reading List Document Date: 2016-07-08 00:06:04 Open Document File Size: 491,02 KB Share Result on Facebook

Data-driven Jump Detection Thresholds for Application in Jump Regressions∗ Robert Davies† and George Tauchen‡ September 17, 2015Add to Reading List