@article{jumpingvarorderstatisticsvolatility,
  title = {Jumping VaR: Order Statistics Volatility Estimator for Jumps Classification and Market Risk Modeling},
  year = {2018},
  eprint = {1803.07021},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1803.07021v2},
}