Conditional correlated jump dynamics in foreign exchange (Q1927453)
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scientific article; zbMATH DE number 6120241
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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