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"Estimating bivariate GARCH-Jump Model Based on High Frequency Data: the ..."

Xinhong Lu, Ken-ichi Kawai, Koichi Maekawa (2010)

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DOI: 10.1142/S0217595910002697

access: closed

type: Journal Article

metadata version: 2020-05-12

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Xinhong Lu, Ken-ichi Kawai, Koichi Maekawa:
Estimating bivariate GARCH-Jump Model Based on High Frequency Data: the Case of Revaluation of the Chinese Yuan in July 2005. Asia Pac. J. Oper. Res. 27(2): 287-300 (2010)

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