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Items where Author is "Erdemlioglu, D"
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Dungey, M 
ORCID: 0000-0003-0074-2314, Erdemlioglu, D, Matei, M and Yang, X 2018
, 'Testing for mutually exciting jumps and financial flights in high frequency data'
, Journal of Econometrics, vol. 202, no. 1
, pp. 18-44
, doi: https://doi.org/10.1016/j.jeconom.2017.09.002.
ORCID: 0000-0003-0074-2314, Erdemlioglu, D, Matei, M and Yang, X 2018
, 'Testing for mutually exciting jumps and financial flights in high frequency data'
, Journal of Econometrics, vol. 202, no. 1
, pp. 18-44
, doi: https://doi.org/10.1016/j.jeconom.2017.09.002.
Dungey, M ORCID: 0000-0003-0074-2314, Erdemlioglu, D, Matei, M and Yang, X 2018
, 'Testing for mutually exciting jumps and financial flights in high frequency data'
, Journal of Econometrics, vol. 202, no. 1
, pp. 18-44
, doi: https://doi.org/10.1016/j.jeconom.2017.09.002.
ORCID: 0000-0003-0074-2314, Erdemlioglu, D, Matei, M and Yang, X 2018
, 'Testing for mutually exciting jumps and financial flights in high frequency data'
, Journal of Econometrics, vol. 202, no. 1
, pp. 18-44
, doi: https://doi.org/10.1016/j.jeconom.2017.09.002.