View in EDS HTML Full Text PDF Full Text

A marked point process model for intraday financial returns: modeling extreme risk.

Saved in:
Bibliographic Details
Title: A marked point process model for intraday financial returns: modeling extreme risk.
Authors: Herrera, Rodrigo1 (AUTHOR) rodrigo.herrera@utalca.cl, Clements, Adam2 (AUTHOR)
Source: Empirical Economics. Apr2020, Vol. 58 Issue 4, p1575-1601. 27p. 1 Diagram, 10 Charts, 1 Graph.
Database: Business Source Ultimate
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 142383767
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: A marked point process model for intraday financial returns: modeling extreme risk.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Herrera%2C+Rodrigo%22">Herrera, Rodrigo</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> rodrigo.herrera@utalca.cl</i><br /><searchLink fieldCode="AR" term="%22Clements%2C+Adam%22">Clements, Adam</searchLink><relatesTo>2</relatesTo> (AUTHOR)
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Empirical+Economics%22">Empirical Economics</searchLink>. Apr2020, Vol. 58 Issue 4, p1575-1601. 27p. 1 Diagram, 10 Charts, 1 Graph.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=142383767
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1007/s00181-018-1600-y
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 27
        StartPage: 1575
    Titles:
      – TitleFull: A marked point process model for intraday financial returns: modeling extreme risk.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Herrera, Rodrigo
      – PersonEntity:
          Name:
            NameFull: Clements, Adam
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 04
              Text: Apr2020
              Type: published
              Y: 2020
          Identifiers:
            – Type: issn-print
              Value: 03777332
          Numbering:
            – Type: volume
              Value: 58
            – Type: issue
              Value: 4
          Titles:
            – TitleFull: Empirical Economics
              Type: main
ResultId 1