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Trading price jump clusters in foreign exchange markets
Novotný, Jan; Petrov, Dmitri; Urga, Giovanni - In: Journal of financial markets 24 (2015), pp. 66-92
Persistent link: https://www.econbiz.de/10011477244
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Testing for co-jumps in financial markets
Novotný, Jan; Urga, Giovanni - In: Journal of financial econometrics : official journal of … 16 (2018) 1, pp. 118-128
Persistent link: https://www.econbiz.de/10011987688
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Maximum non-extensive entropy block bootstrap for non-stationary processes
Bergamelli, Michele; Novotný, Jan; Urga, Giovanni - In: L' Actualité économique : revue trimest. 91 (2015) 1/2, pp. 115-139
Persistent link: https://www.econbiz.de/10011775788
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Co-features in finance : co-arrivals and co-jumps
Novotný, Jan; Urga, Giovanni - 2014
Persistent link: https://www.econbiz.de/10010440723
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Trading price jump clusters in foreign exchange markets
Novotný, Jan; Petrov, Dmitri; Urga, Giovanni - 2014
Persistent link: https://www.econbiz.de/10010440725
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A frequency-specific factorization to identify commonalities with an application to the European bond markets
Boffelli, Simona; Novotný, Jan; Urga, Giovanni - 2014
Persistent link: https://www.econbiz.de/10010440740
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Maximum non-extensive entropy block bootstrap for non-stationary processes
Bergamelli, Michele; Novotný, Jan; Urga, Giovanni - 2014
Persistent link: https://www.econbiz.de/10010440751
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Testing for co-jumps in financial markets
Novotný, Jan; Urga, Giovanni - 2017 - This version: 24 April 2017
Persistent link: https://www.econbiz.de/10013369926
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A frequency-specific factorization to identify commonalities with an application to the European bond markets*
Boffelli, Simona; Novotný, Jan; Urga, Giovanni - In: Journal of financial econometrics 20 (2022) 4, pp. 681-715
Persistent link: https://www.econbiz.de/10013349151