AT
Title | Published in | Access level | OA Policy | Year | Views | Downloads | |
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High-frequency jump analysis of the bitcoin market | 2017 | 763 | 424 | ||||
High-frequency and high-dimensionality in Finance | 2016 | 345 | 0 | ||||
Jumps in high-frequency data : spurious detections, dynamics, and news | Management science | 2015 | 892 | 909 |