emilsjoerup/DriftBurstHypothesis emilsjoerup/DriftBurstHypothesis

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  • Created almost 6 years ago
  • Updated about 4 years ago
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emilsjoerup/DriftBurstHypothesis
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emilsjoerup

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Repository Details

Calculates the Test-Statistic for the Drift Burst Hypothesis of Christensen, Oomen and Renò (2018) <DOI:10.2139/ssrn.2842535>.

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