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EMPIRICAL EVIDENCE ON JUMPS IN...
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From trade-to-trade in US Treasuries
Dungey, Mardi H.
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Henry, Ólan Thomas John
;
McKenzie, …
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2010
Persistent link: https://www.econbiz.de/10009384426
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2
On the epidemic of financial crises
Demiris, Nikolao
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Kypraios, Theodore
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Smith, L. Vanessa
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2012
Persistent link: https://www.econbiz.de/10009757621
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3
Venture capital fund performance and the IPO market
McKenzie, Michael D.
;
Janeway, William
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2008
Persistent link: https://www.econbiz.de/10009384476
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4
The impact of jumps and thin trading on realised hedge ratios
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
Hvozdyk, …
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2012
Persistent link: https://www.econbiz.de/10009671885
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5
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
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2011
Persistent link: https://www.econbiz.de/10009384423
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6
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2010
Persistent link: https://www.econbiz.de/10009384425
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7
The term premium and the UK economy 1980 - 2007
Dungey, Mardi H.
;
Vehbi, M. Tugrul
-
2010
Persistent link: https://www.econbiz.de/10009384429
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