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Interplay between Distributional and Temporal Dependence. An Empirical Study with High-frequency Asset Returns

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Authors and Affiliations

  1. Department of Probability and Statistics, University of Sheffield, Hicks Building, S3 7RH, Sheffield, UK

    Nick H. Bingham

  2. Department of Statistics, London School of Economics, Houghton Street, WC2A 2AE, London, UK

    Rafael Schmidt

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  1. Nick H. Bingham
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  2. Rafael Schmidt
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Bingham, N.H., Schmidt, R. (2006). Interplay between Distributional and Temporal Dependence. An Empirical Study with High-frequency Asset Returns. In: From Stochastic Calculus to Mathematical Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30788-4_4

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