London, EC2Y 8HB
P.O. Box 882
7 Politickych veznu
Prague 1, 111 21
City University London - Faculty of Finance
Charles University in Prague - CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Price Jumps, Price-Jump Indicators, Non-Parametric Testing, Monte Carlo Simulations, Financial Econometrics
financial markets, price jumps, extreme price movements, financial crisis
financial markets, Visegrad region, price jumps
stock markets, price jump indicators, non-parametric testing, clustering analysis, financial econometrics, Basel Accords
Arrivals, Jumps, Co-arrivals, Co-jumps, European government yields, Bond auctions, Macro-announcements, Macrofactors.
price jumps, financial transaction taxes, agent-based modeling, Monte Carlo, volatility
European stock markets, price jump indicators, non-parametric testing, clustering analysis, financial econometrics, emerging markets.
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