@article{article656d0b96,
title   = {Jump detection in high-frequency financial data using wavelets},
author = {Pinto, Mateus Gonzalez de Freitas and Marques, Guilherme de Oliveira Lima Cagliari and Chiann, Chang},
year = {2022},
doi = {10.1142/S0219691322500564},
journal   = {International Journal of Wavelets, Multiresolution and Information Processing}
}