Modelling and measuring jumps in high frequency data

von Matei, Marius
Veröffentlicht in Selected issues in macroeconomic and regional modeling (2016)

Regal etnografic

von Matei, Marius
Veröffentlicht 2022

Examining stress in Asian currencies : a perspective offered by high frequency financial market data

von Dungey, Mardi H.
Veröffentlicht in Journal of international financial markets, institutions & money (2020)

Surfing through the GFC : systemic risk in Australia

von Dungey, Mardi H.
Veröffentlicht in The economic record (2017)

Testing for mutually exciting jumps and financial flights in high frequency data

von Dungey, Mardi H.
Veröffentlicht in Journal of econometrics (2018)