Yanhua Wu, Yufeng Shi. Detection of jumps in financial market. Communications in Statistics - Simulation and Computation, 53(1):247-258, January 2024. [doi]
@article{WuS24-1,
title = {Detection of jumps in financial market},
author = {Yanhua Wu and Yufeng Shi},
year = {2024},
month = {January},
doi = {10.1080/03610918.2021.2016830},
url = {https://doi.org/10.1080/03610918.2021.2016830},
researchr = {https://researchr.org/publication/WuS24-1},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {53},
number = {1},
pages = {247-258},
}