Characterizing financial crises using high-frequency data
Mardi Dungey, Jet Holloway, Abdullah Yalaman and Wenying Yao
| Year of publication: |
2022
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|---|---|
| Authors: | Dungey, Mardi H. ; Holloway, Jet ; Yalaman, Abdullah ; Yao, Wenying |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 4, p. 743-760
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| Subject: | Financial crisis | High-frequency data | Tail behavior | US Treasury markets | Finanzkrise | Finanzmarkt | Financial market | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | USA | United States | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2027504 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367856