Drift Bursts in Pure Jumps: Detection and Application to Bitcoin.
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| 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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| FullText | Links: – Type: pdflink Text: Availability: 1 |
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| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1080/07350015.2025.2530127 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 12 StartPage: 360 Titles: – TitleFull: Drift Bursts in Pure Jumps: Detection and Application to Bitcoin. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Kolokolov, Aleksey IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 01 Text: Jan2026 Type: published Y: 2026 Identifiers: – Type: issn-print Value: 07350015 Numbering: – Type: volume Value: 44 – Type: issue Value: 1 Titles: – TitleFull: Journal of Business & Economic Statistics Type: main |
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