JumpTest: Financial Jump Detection
Version 0.0.1

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

Package details

AuthorKaiqiao Li [aut, cre], Pei Fen Kuan [aut], Kan He [ctb], Lizhou Nie [ctb], Wei Zhu [ctb]
Date of publication2017-06-23 08:06:29 UTC
MaintainerKaiqiao Li <[email protected]>
LicenseMIT + file LICENSE
Version0.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("JumpTest")

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JumpTest documentation built on June 23, 2017, 9:02 a.m.