Journal article 17 views
A new method for jump detection: analysis of jumps in S&P 500 financial index
Mike Buckle 
Journal of the Royal Statistical Society: Series C
Swansea University Author:
Mike Buckle
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DOI (Published version): 10.1093/jrsssc/qlaf025
Abstract
A new method for jump detection: analysis of jumps in S&P 500 financial index
| Published in: | Journal of the Royal Statistical Society: Series C |
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| Published: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa69118 |
| College: |
Faculty of Humanities and Social Sciences |
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