JumpTest (1.1)

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Financial Jump Detection.


A fast simulation on stochastic volatility model, with jump tests, p-values pooling, and FDR adjustments.

Maintainer: Kaiqiao Li
Author(s): Kaiqiao Li [aut, cre], Pei Fen Kuan [aut], Kan He [ctb], Lizhou Nie [ctb], Wei Zhu [ctb]

License: MIT + file LICENSE

Uses: MASS, Rcpp, knitr, rmarkdown

Released 10 months ago.

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