Co-jump

2020

• Financial Econometrics and Big Data: A Survey of Volatility Estimators and Tests for the Presence of Jumps and Co-Jumps
  

          Arpita Mukherjee, Weijia Peng, Norman Swanson, and Xiye Yang
          Handbook of Statistics, ed. by H. D. Vinod and C. Rao, Elsevier, vol. 41,23-59.