Cite
HARVARD Citation
Lahaye, J. et al. (2020). The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited. Journal of business & economic statistics. 38 (2), pp. 410-427. [Online].
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Lahaye, J. et al. (2020). The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited. Journal of business & economic statistics. 38 (2), pp. 410-427. [Online].