Jump detection with wavelets for high-frequency financial time series (Q5245902)
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scientific article; zbMATH DE number 6425909
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump detection with wavelets for high-frequency financial time series |
scientific article; zbMATH DE number 6425909 |
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Jump detection with wavelets for high-frequency financial time series (English)
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16 April 2015
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jump detection
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wavelets
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directional jumps
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positive jumps
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negative jumps
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