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Drift Bursts in Pure Jumps: Detection and Application to Bitcoin.

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Bibliographic Details
Title: Drift Bursts in Pure Jumps: Detection and Application to Bitcoin.
Authors: Kolokolov, Aleksey1,2 (AUTHOR) alexeiuo@gmail.com
Source: Journal of Business & Economic Statistics. Jan2026, Vol. 44 Issue 1, p360-371. 12p.
Database: Business Source Ultimate
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ISSN:07350015
DOI:10.1080/07350015.2025.2530127