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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