University of Duisburg-Essen
Symbolic performance; Currency clustering; Currency dynamics; Central bank intervention
Volatility, Liquidity, Electricity Futures, High-Frequency Prices, Stochastic Modeling, Monte Carlo Simulation, Time-Weighted Realized Variance
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File name: SSRN-id2848356.pdf
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copulas, financial time series, nonstationarity, asymmetry, multivariate mixture, K-copula
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