Testing and modeling jump contagion across international...

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

Jawadi, Fredj, Louhichi, Waël, Idi Cheffou, Abdoulkarim
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Language:
english
Journal:
Journal of Financial Markets
DOI:
10.1016/j.finmar.2015.09.004
Date:
October, 2015
File:
PDF, 997 KB
english, 2015
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