Jump detection in high-frequency financial data using wavelets (2022)
Pinto, Mateus Gonzalez de Freitas 
; Marques, Guilherme de Oliveira Lima Cagliari ; Chiann, Chang
Source: International Journal of Wavelets, Multiresolution and Information Processing. Unidade: IME
Subjects: ANÁLISE DE ONDALETAS, ESTATÍSTICA APLICADA
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ABNT
PINTO, Mateus Gonzalez de Freitas e MARQUES, Guilherme de Oliveira Lima Cagliari e CHIANN, Chang. Jump detection in high-frequency financial data using wavelets. International Journal of Wavelets, Multiresolution and Information Processing, v. 21, n. 2, p. 1-20, 2022Tradução . . Disponível em: https://doi.org/10.1142/S0219691322500564. Acesso em: 03 jan. 2026.APA
Pinto, M. G. de F., Marques, G. de O. L. C., & Chiann, C. (2022). Jump detection in high-frequency financial data using wavelets. International Journal of Wavelets, Multiresolution and Information Processing, 21( 2), 1-20. doi:10.1142/S0219691322500564NLM
Pinto MG de F, Marques G de OLC, Chiann C. Jump detection in high-frequency financial data using wavelets [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2022 ; 21( 2): 1-20.[citado 2026 jan. 03 ] Available from: https://doi.org/10.1142/S0219691322500564Vancouver
Pinto MG de F, Marques G de OLC, Chiann C. Jump detection in high-frequency financial data using wavelets [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2022 ; 21( 2): 1-20.[citado 2026 jan. 03 ] Available from: https://doi.org/10.1142/S0219691322500564
