Marked point process adjusted tail dependence analysis for high-frequency financial data (Q1747435)
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scientific article; zbMATH DE number 6866809
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| English | Marked point process adjusted tail dependence analysis for high-frequency financial data |
scientific article; zbMATH DE number 6866809 |
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Marked point process adjusted tail dependence analysis for high-frequency financial data (English)
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8 May 2018
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tail index
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mark-location dependence
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moment measure
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transaction data
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