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 Item availability restricted.

	PDF - Accepted Post-Print Version Restricted to Repository staff only Download (1MB)
	PDF (Provisional file) - Accepted Post-Print Version Download (17kB)

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

Actions (repository staff only)

Edit Item