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JumpTest: Financial Jump Detection
A fast simulation on stochastic volatility model, with jump tests, p-values pooling, and FDR adjustments.
Getting started
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Package details |
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| Author | Kaiqiao Li [aut, cre], Pei Fen Kuan [aut], Kan He [ctb], Lizhou Nie [ctb], Wei Zhu [ctb] |
| Maintainer | Kaiqiao Li <kaiqiao.li@stonybrook.edu> |
| License | MIT + file LICENSE |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
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