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Stephen Fagan

SF

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Publications

1

Citations

57

H-Index

1

Active since

2013

Affiliations

Simon Fraser University(Current)

Stephen Fagan is an author at Simon Fraser University specializing in high-frequency trading, statistics, and volatility modeling.

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Publications per year

2013–2013

1

Publications

1

Jump detection with wavelets for high-frequency financial time series

Yi Xue, Ramazan Gençay, Stephen Fagan · Quantitative Finance · 2013 · 57 citations

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