Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute/Duisenberg School of Finance
Number of pages40
Publication statusPublished - 2015

Publication series

NameTI Discussion Paper
No.15-037/III/DSF90

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