@article{ridingwaveletsamethodtodiscovernew,
  title = {Riding Wavelets: A Method to Discover New Classes of Price Jumps},
  author = {Cecilia Aubrun and Rudy Morel and Michael Benzaquen and Jean-Philippe Bouchaud},
  year = {2024},
  eprint = {2404.16467},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2404.16467v1},
}