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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
CORE Discussion Papers RP
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ULB Institutional Repository
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The impact of central bank FX interventions on currency components
Beine, Michel
;
Bos, Charles S.
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 154-183
Persistent link: https://www.econbiz.de/10003518305
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Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
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Common intraday periodicity
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 235-353
Persistent link: https://www.econbiz.de/10009540539
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