مرکز منطقه ای اطلاع رساني علوم و فناوري - Extreme co-movements and extreme impacts in high frequency data in finance

Title of article :

Extreme co-movements and extreme impacts in high frequency data in finance

Author/Authors :

Zhengjun Zhang، نويسنده , , Kazuhiko Shinki، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1399

To page :

1415

Keywords :

High frequency data , Exchange rate , Extreme dependence

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194036

Link To Document :