Stephen Fagan, Ph.D. - Publications
Affiliations: | 2012 | Simon Fraser University, Burnaby, British Columbia, Canada |
Area:
Theory Economics, Finance, General EconomicsYear | Citation | Score | |||
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2014 | Xue Y, Gençay R, Fagan S. Jump detection with wavelets for high-frequency financial time series Quantitative Finance. 14: 1427-1444. DOI: 10.1080/14697688.2013.830320 | 0.313 | |||
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