Jump Detection in the Danish Stock Market

Research output: Contribution to book/anthology/report/conference proceedingBook chapterResearchpeer-review

Original languageEnglish
Title of host publicationProceedings of the 24th Symposium in Applied Statistics
Number of pages9
PublisherHandelshøjskolens i Århus, Institut for Informationsbehandling
Publication date2002
Pages256-264
Publication statusPublished - 2002

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