Identifying new classes of financial price jumps with wavelets
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DOI: 10.1073/pnas.2409156121
Abstract: Significance Cascades of events and extreme occurrences have garnered significant attention across diverse domains like seismology, neuroscience, economics, finance, and other social sciences. Such events may arise from internal system dynamics (endogenous) or external shocks… read more here.
Keywords: classes financial; jumps wavelets; new classes; identifying new ... See more keywords