| Dungey, M and Erdemlioglu, D and Matei, M and Yang, X, “Testing for mutually exciting jumps and financial flights in high frequency data”, Journal of Econometrics, 202 (1) pp. 18-44. ISSN 0304-4076 (2018) [Refereed Article] |
| Data Type | Value |
|---|
| Type of Research | Applied Research |
| Research Division | Commerce, Management, Tourism and Services |
| Research Group | Banking, finance and investment |
| Research Field | Financial econometrics |
| Research Objective Division | Economic Framework |
| Research Objective Group | Macroeconomics |
| Research Objective Field | Savings and investments |
| Visit Item on eCite | http://ecite.utas.edu.au/121779 |
| Digital Object Identifier | doi:10.1016/j.jeconom.2017.09.002 |
| Scopus Source URL | View the full record on Scopus |
| Scopus Citing URL | View the list of citing articles on Scopus |
| Web of Science® Source URL | View the full record on Web of Science® |
| Web of Science® Citing URL | View the list of citing articles on Web of Science® |
| Web of Science® Related URL | View the list of related articles on Web of Science® |
| Number of Times Cited | 15 |
