BibTex format
@article{Corradi:2019:10.1080/01621459.2019.1609971,
author = {Corradi, V and Distaso, W and Fernandes, M},
doi = {10.1080/01621459.2019.1609971},
journal = {Journal of the American Statistical Association},
pages = {1214--1226},
title = {Testing for jump spillovers without testing for jumps},
url = {http://dx.doi.org/10.1080/01621459.2019.1609971},
volume = {115},
year = {2019}
}