JumpTest
Financial Jump Detection

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Man pages for JumpTest
Financial Jump Detection

jumptestdayNonparametric jump test for each interval
jumptestperiodNonparametric jump test for a long period
pcombinep-values matrix to be pooled
ppoolp-values pooling and adjustment
SVSV model with one factor simulation
SV1FSV1F model with one factor simulation
SV1FJSV1FJ model simulation
SV2FSV2F model simulation
SVJSVJ model with one factor simulation
JumpTest documentation built on May 1, 2019, 9:45 p.m.

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