@misc{Kostrzewski_Maciej_Some_2014, author={Kostrzewski, Maciej}, contributor={Rusnak, Zofia. Redakcja and Zmyślona, Beata. Redakcja}, identifier={DOI: 10.15611/amse.2014.17.15}, year={2014}, rights={Wszystkie prawa zastrzeżone (Copyright)}, publisher={Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu}, language={eng}, abstract={17-th AMSE. Applications of Mathematics in Economics. International Scientific Conference: Poland, 27-31 Agust, 2014. Conference Proceedings Full Text Papers. The International Scientific Conferences "Applications of Mathematics and Statistics in Economics" are organized each year by three Departments of three Universities from three countries - University of Economics, Prague (Czech Republic), Matej Bel University in Banská Bystrica (Slovakia) and Wrocław University of Economics (Poland)}, title={Some Method of Detecting the Jump Clustering Phenomenon in Financial Time Series}, type={materiały konferencyjne}, keywords={double exponential jump-diffusion model, JD(M)J model, Bernoulli jump-diffusion model, Bayesian inference, MCMC methods, latent variables, jump clustering}, }