【作者(必填)】
Jia Li (需Econometrica正式出版版本)
【文题(必填)】
Robust Estimation and Inference for Jumps in Noisy High Frequency Data: a Local-to-Continuity Theory for the Pre-averaging Method. Econometrica, 81, 1673-1693, 2013.
【年份(必填)】
2014
【全文链接或数据库名称(选填)
http://onlinelibrary.wiley.com/doi/10.1111/ecta.2013.81.issue-4.x/issuetoc