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Keywords: High-frequency jump test
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Journal Articles
Journal:
Kybernetes
Kybernetes (2026) 55 (1): 658–674.
Published: 28 October 2024
... learning-based high-frequency jump tests to overcome these challenges and to develop a more effective method for identifying manipulative activities. Design/methodology/approach We employed the “Jump Variation – Time-of-Day” (JV-TOD) non-parametric technique for jump tests on high-frequency data...
