DriftBurstHypothesis-package: Calculates the Test-Statistic for the Drift Burst Hypothesis

Description Details Author(s) References

Description

Calculates the T-Statistic for the drift burst hypothesis from the working paper Christensen, Oomen and Reno (2018) <DOI:10.2139/ssrn.2842535>. The authors' MATLAB code is available upon request, see: <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2842535>.

Details

The DESCRIPTION file: This package was not yet installed at build time.

Index: This package was not yet installed at build time.

Author(s)

Emil Sjoerup

Maintainer: Emil Sjoerup <emilsjoerup@live.dk>

References

Christensen, Oomen and Reno (2018) <DOI:10.2139/ssrn.2842535>.


DriftBurstHypothesis documentation built on July 14, 2020, 1:06 a.m.