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~isPartOf:"Journal of econometrics"
~person:"Dungey, Mardi H."
~person:"Ghysels, Eric"
~subject:"Finanzmarkt"
~type_genre:"Article in journal"
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Dungey, Mardi H.
Ghysels, Eric
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ECONIS (ZBW)
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Testing for mutually exciting jumps and financial flights in high frequency data
Dungey, Mardi H.
;
Erdemlioglu, Deniz
;
Matei, Marius
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10011974551
Saved in:
2
Monitoring disruptions in financial markets
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 77-124
Persistent link: https://www.econbiz.de/10003376079
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
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