1 Repositories
Python contagion Libraries
Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data
JumpDetectR Name of QuantLet : JumpDetectR Published in : 'To be published as "Jump dynamics in high frequency crypto markets"' Description : 'Scala
12 Jan 1, 2023