Profitability of Trading in the Direction of Asset Price Jumps Analysis of Multiple Assets and Frequencies-Reference-Cited by-同舟云学术

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Profitability of Trading in the Direction of Asset Price Jumps Analysis of Multiple Assets and Frequencies

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Fiiura Milan

Publisher

Elsevier BV

Reference11 articles.

1. Modeling Financial Contagion Using Mutually Exciting Jump Processes

2. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets;T G Andersen;International Finance Discussion Paper,2006

3. Power and Bipower Variation with Stochastic Volatility and Jumps;Ole E Barndorff-Nielsen;Journal of Financial Econometrics,2004

4. How Important is the Economic News in Bond Markets?

5. Macroeconomic News and Price Discovery in International Bond Markets;J Brazys;European Financial Management Association,2015

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Examining stress in Asian currencies: A perspective offered by high frequency financial market data;Journal of International Financial Markets, Institutions and Money;2020-07

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