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Urga, Giovanni
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Co-features in finance : co-arrivals and co-jumps
Novotný, Jan
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440723
Saved in:
5
Trading price jump clusters in foreign exchange markets
Novotný, Jan
;
Petrov, Dmitri
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440725
Saved in:
6
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
Saved in:
7
Maximum non-extensive entropy block bootstrap for non-stationary processes
Bergamelli, Michele
;
Novotný, Jan
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440751
Saved in:
8
Testing for co-jumps in financial markets
Novotný, Jan
;
Urga, Giovanni
-
2017
-
This version: 24 April 2017
Persistent link: https://www.econbiz.de/10013369926
Saved in:
9
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
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