A marked point process model for intraday financial returns: modeling extreme risk
Crossref DOI link: https://doi.org/10.1007/s00181-018-1600-y
Published Online: 2018-11-29
Published Print: 2020-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Herrera, Rodrigo
Clements, Adam
Text and Data Mining valid from 2018-11-29
Article History
Received: 22 August 2017
Accepted: 27 September 2018
First Online: 29 November 2018