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This paper develops a method to select the threshold in threshold-based jump detection methods. The method is motivated by an analysis of threshold-based jump detection methods in the context of jump-diffusion models. We show that over the range of sampling frequencies a researcher is most...
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The paper describes the experience of Carpenter Davies Associates in initiating and managing European library and information projects and draws conclusions about the role of the future information professional based on these. Suggested responses by the information professional to developments...
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