Jump detection in high-frequency financial data using wavelets (Q5880608)
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scientific article; zbMATH DE number 7659393
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Jump detection in high-frequency financial data using wavelets |
scientific article; zbMATH DE number 7659393 |
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Jump detection in high-frequency financial data using wavelets (English)
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3 March 2023
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volatility
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wavelets
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high-frequency data
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jumps
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long memory
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INGARCH
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0.8150766491889954
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0.7483840584754944
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0.7445111274719238
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0.7380911707878113
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0.7376237511634827
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