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Identifying new classes of financial price jumps with wavelets
Cécilia Aubrun / Jean‐Philippe Bouchaud / Michael Benzaquen / Rudy Morel
jump processes / time seriesResource overview

Identifying new classes of financial price jumps with wavelets

Paper2025

by Cécilia Aubrun, Jean‐Philippe Bouchaud, Michael Benzaquen, Rudy Morel

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jump processestime series

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