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Jump detection with wavelets for high-frequency financial time series
Xue, Yi, Gençay, Ramazan, Fagan, StephenVolume:
14
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2013.830320
Date:
August, 2014
File:
PDF, 471 KB
english, 2014