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A new method for jump detection: analysis of jumps in S&P 500 financial index

Khashanah, Khaldoun, Chen, Jing ORCID: https://orcid.org/0000-0001-7135-2116, Buckle, Mike and Hawkes, Alan 2025. A new method for jump detection: analysis of jumps in S&P 500 financial index. Journal of the Royal Statistical Society: Series C
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Item Type: Article
Status: In Press
Schools: Schools > Mathematics
Publisher: Royal Statistical Society
ISSN: 0035-9254
Date of First Compliant Deposit: 19 March 2025
Date of Acceptance: 17 March 2025
Last Modified: 01 Apr 2025 10:15
URI: https://orca.cardiff.ac.uk/id/eprint/177005

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