The Gumbel test and jumps in the volatility process
Crossref DOI link: https://doi.org/10.1007/s11203-015-9127-8
Published Online: 2015-10-06
Published Print: 2016-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Palmes, Christian
Woerner, Jeannette H. C.
Text and Data Mining valid from 2015-10-06