1 research outputs found
Do Co-Jumps Impact Correlations in Currency Markets?
- Author
- A J Patton
- A Serroukh
- A Serroukh
- B Whitcher
- B Whitcher
- C Mancini
- C Otrok
- D B Percival
- D B Percival
- D Gilder
- D L Donoho
- F Bandi
- F Jawadi
- F M Bandi
- Following Whitcher
- I Antoniou
- I Daubechies
- I Dew-Becker
- I Dew-Becker
- J Barunik
- J Barunik
- J Fan
- J Griffin
- J Jacod
- J Lahaye
- J Li
- J Novotn�ynovotn�y
- J Yu
- J.-Y Gnabo
- Jozef Barunik
- K Boudt
- L Zhang
- L Zhang
- Lukas Vacha
- M Bibinger
- M Boons
- M Caporin
- N Crouzet
- O Barndorff-Nielsen
- O Barndorff-Nielsen
- O Barndorff-Nielsen
- O Barndorff-Nielsen
- P Dovonon
- P Protter
- R Bidder
- R Gen�ay
- R Gen�ay
- R T Varneskov
- S Lee
- S Mallat
- T Andersen
- T Bollerslev
- T Bollerslev
- T G Andersen
- T G Andersen
- T Hayashi
- T W Epps
- V Voev
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Y A�?ta�?t-Sahalia
- Y Wang
- Y Xue
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study