Título:

Dependence Structures for Multivariate High-Frequency Data in Finance

Autores:

Wolfgang Breymann (ETH Zurich)
Alexandra Dias (ETH Zurich)
Paul Embrechts (ETH Zurich)

Revista:

Quantitative Finance

Ano:

2003

Volume:

3

Páginas:

1-14

Códigos JEL:

G15 - International Financial Markets
G12 - Asset Pricing; Trading volume; Bond Interest Rates