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Journal: Risks, 2017
Volume: 5
Number: 15
Article:
Change Point Detection and Estimation of the Two-Sided Jumps of Asset Returns Using a Modified Kalman Filter
Authors:
by
Ourania Theodosiadou, Sotiris Skaperas and George Tsaklidis
Link:
https://www.mdpi.com/2227-9091/5/1/15
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