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subject:"National income"
subject:"Time series analysis"
~isPartOf:"Journal of banking & finance"
~person:"Anderson, Heather M."
~subject:"Prognoseverfahren"
~subject:"Share price"
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Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
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