A correlated bivariate Poisson jump model for foreign exchange
Year of publication: |
2003
|
---|---|
Authors: | Chan, Wing H. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 5193941. - Vol. 28.2003, 4, p. 669-686
|
Saved in:
Saved in favorites
Similar items by person
-
Jumping hedges: An examination of movements in copper spot and futures markets
Chan, Wing H., (2006)
-
Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows?
Fung, Joseph K. W., (2010)
-
Conditional correlated jump dynamics in foreign exchange
Chan, Wing H., (2004)
- More ...