scholarly journals Robust Estimation of Intraweek Periodicity in Volatility and Jump Detection

Author(s):  
Kris Boudt ◽  
Christophe Croux ◽  
Sébastien Laurent
2011 ◽  
Vol 18 (2) ◽  
pp. 353-367 ◽  
Author(s):  
Kris Boudt ◽  
Christophe Croux ◽  
Sébastien Laurent

Author(s):  
Mietek A. Brdys ◽  
Kazimierz Duzinkiewicz ◽  
Michal Grochowski ◽  
Tomasz Rutkowski

1994 ◽  
Author(s):  
Wendy L. Poston ◽  
Edward J. Wegman ◽  
Carey E. Priebe ◽  
Jeffrey L. Solka

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