---
title: Binary Regime Models with Jump Discontinuities
url: https://www.ml-quant.com/papers/repec/spr-sankhb-v-85-y-2023-i-1-d-10-1007-s13571-022-00277-2/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00277-2
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs13571-022-00277-2%3Bh%3Drepec%3Aspr%3Asankhb%3Av%3A85%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s13571-022-00277-2
featured: 2023-05-24
citations: unknown
topic: Derivatives & Volatility
---


# Binary Regime Models with Jump Discontinuities

A statistical technique for jump detection and volatility estimation in high-frequency data is developed.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs13571-022-00277-2%3Bh%3Drepec%3Aspr%3Asankhb%3Av%3A85%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s13571-022-00277-2
- Identifier: RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00277-2
- Released: 2023-05-24
- First featured: Quant Letter No. 1 (2023-05-24): https://www.ml-quant.com/issues/2023-05-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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