% 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.
chris zhang (2021). 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. Retrieved .
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