Detecting and Forecasting High Frequency Price Jumps in the Stock Market
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2015 ◽
Vol 5
(1)
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2016 ◽
Vol 6
(3)
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pp. 264-283
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2019 ◽
Vol 517
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pp. 530-541
2019 ◽
Vol 521
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pp. 225-235
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2019 ◽
Vol 56
(7)
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pp. 1447-1461
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2014 ◽
Vol 31
(4)
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pp. 354-370
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