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. |
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| 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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