Pages that link to "Item:Q1927453"
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The following pages link to Conditional correlated jump dynamics in foreign exchange (Q1927453):
Displaying 4 items.
- Negative autocorrelation around large jumps in intra-day foreign exchange data (Q1389584) (← links)
- Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549) (← links)
- Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (Q1890893) (← links)
- Modeling foreign exchange rates using copula-based autoregressive conditional duration models (Q2888199) (← links)