Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach

Journal of Financial Markets - Tập 26 - Trang 64-84 - 2015
Fredj Jawadi1, Waël Louhichi2, Abdoulkarim Idi Cheffou3
1University of Evry & EconomiX, France
2ESSCA School of Management, France
3EDC Paris Business School, France

Tài liệu tham khảo

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