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"Detection of low-frequency large-amplitude jump in financial time series."
Hui Peng et al. (2007)
- Hui Peng, Genshiro Kitagawa, Yoshiyasu Tamura, Yoko Tanokura, Min Gan, Xiaohong Chen:
Detection of low-frequency large-amplitude jump in financial time series. CDC 2007: 4944-4949
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