Bollerslev, Todorov & Li (2013) intraday jump detection algorithm
% this zip contains 4 files, 3 functions and 1 script, run the script in section. comments enclosed should be self-explanatory. raw data is in matlab struct farmat. to transform raw data into struct, see separate file named "datato struct", it is user's responsibility to amend for their own purposes.
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chris zhang (2024). Bollerslev, Todorov & Li (2013) intraday jump detection algorithm (https://www.mathworks.com/matlabcentral/fileexchange/59014-bollerslev-todorov-li-2013-intraday-jump-detection-algorithm), MATLAB Central File Exchange. Recuperado .
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