Testing for mutually exciting jumps and financial flights in high frequency data (Q1680187)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for mutually exciting jumps and financial flights in high frequency data |
scientific article; zbMATH DE number 6811561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for mutually exciting jumps and financial flights in high frequency data |
scientific article; zbMATH DE number 6811561 |
Statements
Testing for mutually exciting jumps and financial flights in high frequency data (English)
0 references
23 November 2017
0 references
flight-to-safety
0 references
flight-to-quality
0 references
mutual excitation in jumps
0 references
high frequency data
0 references
stock-bond comovement
0 references
nonparametric test
0 references
reverse cross-excitations
0 references
0 references
0 references
