Wagener, J., & Ouwehand, P. (2024). Jump detection tests in financial time series ? a deep learning approach. Department of Finance and Tax.
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Chicago Style (17th ed.) Citation
Wagener, Justin, and Peter Ouwehand. Jump Detection Tests in Financial Time Series ? a Deep Learning Approach. Department of Finance and Tax, 2024.
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MLA (9th ed.) Citation
Wagener, Justin, and Peter Ouwehand. Jump Detection Tests in Financial Time Series ? a Deep Learning Approach. Department of Finance and Tax, 2024.
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Warning: These citations may not always be 100% accurate.