Econometrics of co-jumps in high-frequency data with noise
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Publication:2343752
DOI10.1016/j.jeconom.2014.10.004zbMath1331.91200arXiv1407.4376OpenAlexW2012446887MaRDI QIDQ2343752
Lars Winkelmann, Markus Bibinger
Publication date: 6 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.4376
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