Work

Dependence structures for multivariate high-frequency data in finance

Year: 2003

Type: article

Source: Quantitative Finance

DOI: 10.1088/1469-7688/3/1/301

Authors: W. Breymann, A. Dias, P. Embrechts

Institutions: ETH Zurich, Universidade Nova de Lisboa

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Fundação para a Ciência e a Tecnologia

OpenAlex ID: W4246976835

FWCI: 0.55

Cites: 25

Cited by: 41

Related to: 10