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Filtros : "jumps" Limpar

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  • Artigo de periodico

    Identifying jumps in high-frequency time series by wavelets (2024)

    Duran, William R. ; Morettin, Pedro Alberto

    Source: International Journal of Wavelets, Multiresolution and Information Processing. Unidade: IME

    Subjects: ANÁLISE FUNCIONAL, ESTATÍSTICA APLICADA, PROCESSOS DE DIFUSÃO

    Acesso à fonteDOIHow to cite
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    • ABNT

      DURAN, William R. e MORETTIN, Pedro Alberto. Identifying jumps in high-frequency time series by wavelets. International Journal of Wavelets, Multiresolution and Information Processing, v. 22, n. 6, p. 1-19, 2024Tradução . . Disponível em: https://doi.org/10.1142/S0219691324500255. Acesso em: 27 jan. 2026.

    • APA

      Duran, W. R., & Morettin, P. A. (2024). Identifying jumps in high-frequency time series by wavelets. International Journal of Wavelets, Multiresolution and Information Processing, 22( 6), 1-19. doi:10.1142/S0219691324500255

    • NLM

      Duran WR, Morettin PA. Identifying jumps in high-frequency time series by wavelets [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2024 ; 22( 6): 1-19.[citado 2026 jan. 27 ] Available from: https://doi.org/10.1142/S0219691324500255

    • Vancouver

      Duran WR, Morettin PA. Identifying jumps in high-frequency time series by wavelets [Internet]. International Journal of Wavelets, Multiresolution and Information Processing. 2024 ; 22( 6): 1-19.[citado 2026 jan. 27 ] Available from: https://doi.org/10.1142/S0219691324500255

  • Artigo de periodico

    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

    Versão PublicadaAcesso à fonteDOIHow to cite
    A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas

    • 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: 27 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/S0219691322500564

    • NLM

      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. 27 ] Available from: https://doi.org/10.1142/S0219691322500564

    • Vancouver

      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. 27 ] Available from: https://doi.org/10.1142/S0219691322500564
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