The following comments and descriptions are from from "Problems in the Application of Jump Detection Tests to Stock Price Data" by Michael William Schwert; Professor George Tauchen, Faculty Advisor.
This indicator applies several jump detection tests to intraday stock price data sampled at various frequencies. It finds that the choice of sampling frequency has an...
![WMT: Barndorff-Nielsen and Shephard Jump Statistic [Loxx]](https://s3.tradingview.com/u/UfCrjo2N_mid.png "Barndorff-Nielsen and Shephard Jump Statistic [Loxx]")
