Binary Regime Models with Jump Discontinuities
A statistical technique for jump detection and volatility estimation in high-frequency data is developed.
Featured in No. 1 on 24 May 2023 · on release day
- Released
- 24 May 2023
- First featured
- No. 1 · 24 May 2023
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- Identifier
- RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00277-2
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