LECTURE SLIDES

September  3, 2014

Identifying Jumps in Financial Assets with a Comparison between Nonparametric Jump Tests
Giovanni Urga
Cass Business School, London

This web presentation contains the slides of a lecture given at the Fields Institute on April 23, 2010 as part of the Workshop on Financial Econometrics.

You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

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