Detection of jumps in financial time series (Q5083982)
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scientific article; zbMATH DE number 7545551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of jumps in financial time series |
scientific article; zbMATH DE number 7545551 |
Statements
Detection of jumps in financial time series (English)
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21 June 2022
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jump detection
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MaxEWMA chart
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Monte Carlo simulation
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