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Taylor & Francis
10.1080/07350015.2017.1328362
en
Journal of Business & Economic Statistics, 2017. doi:10.1080/07350015.2017.1328362
Factor model
High-frequency data
Jumps
Rank test
Semimartingale
Rank Tests at Jump Events
Jia Li
Viktor Todorov
George Tauchen
Huidi Lin
Journal
Journal of Business & Economic Statistics
American Statistical Association
0735-0015
1537-2707
0
0
1
10
10.1080/07350015.2017.1328362
https://doi.org/10.1080/07350015.2017.1328362
LaTeX with hyperref package
2018-09-26T22:33:59-07:00
2018-09-26T22:33:59-07:00
2017-09-09T08:23:31+05:30
AM
Factor model,High-frequency data,Jumps,Rank test,Semimartingale
iText 4.2.0 by 1T3XT
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