Pages that link to "Item:Q5083982"
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The following pages link to Detection of jumps in financial time series (Q5083982):
Displaying 5 items.
- Testing and detecting jumps based on a discretely observed process (Q738031) (← links)
- Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)
- Nonparametric monitoring of financial time series by jump-preserving control charts (Q1849312) (← links)
- Evaluation of recursive detection methods for turning points in financial time series (Q2802801) (← links)
- The identification of price jumps (Q2882552) (← links)