Author:
Andersen Torben G.,Dobrev Dobrislav,Schaumburg Ernst
Cited by
4 articles.
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1. The effect of additive outliers on a fractional unit root test;AStA Advances in Statistical Analysis;2015-12-23
2. Cojumps in stock prices: Empirical evidence;Journal of Banking & Finance;2014-03
3. Jump robust daily covariance estimation by disentangling variance and correlation components;Computational Statistics & Data Analysis;2012-11
4. Bibliography;Handbook of Volatility Models and Their Applications;2012-03-27