Robust Jump Regressions

Jia Li, Viktor Todorov, George Tauchen^*

^*Corresponding author for this work

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Research output: Contribution to journal › Article › peer-review

10 Scopus citations

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Robust Jump Regressions
Li, J. (Creator), Todorov, V. (Creator) & Tauchen, G. (Creator), Taylor & Francis, 2016
DOI: 10.6084/m9.figshare.2069556.v2, https://tandf.figshare.com/articles/dataset/Robust_Jump_Regressions/2069556/2
Dataset