Conditional correlated jump dynamics in foreign exchange (Q1927453)

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scientific article; zbMATH DE number 6120241
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English
Conditional correlated jump dynamics in foreign exchange
scientific article; zbMATH DE number 6120241

    Statements

    Conditional correlated jump dynamics in foreign exchange (English)
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    1 January 2013
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    correlated jump
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    autoregressive jump intensity
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