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Jump detection in high-frequency order prices

Publication: Jump detection in high-frequency order prices. Published Feb 26, 2024.

Research & Papers
arxiv.orgPublished Feb 26, 2024
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Overview

Publication: Jump detection in high-frequency order prices. Published Feb 26, 2024.

Publication information

Publication title
Jump detection in high-frequency order prices
Authors
Markus Bibinger, Nikolaus Hautsch, Alexander Ristig
Published
Feb 26, 2024
Last publication revision
Aug 31, 2025
Subject areas
q-fin.ST, math.ST
DOI
10.1016/j.jeconom.2025.106133 ↗
Publication source
arxiv.org · abs/2403.00819v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2403.00819 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

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