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Jump detection with wavelets for high-frequency financial time series

✍ Scribed by Xue, Yi; Gençay, Ramazan; Fagan, Stephen

Book ID: 126135695
Publisher: Taylor and Francis Group
Year: 2013
Tongue: English
Weight: 471 KB
Volume: 14
Category: Article
ISSN: 1469-7688
DOI: 10.1080/14697688.2013.830320

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