Cross-correlation measures in the high-frequency domain
Ovidiu V. Precup & Giulia Iori
| Year of publication: |
2007
|
|---|---|
| Authors: | Precup, Ovidiu V. ; Iori, Giulia |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 13.2007, 3/4, p. 319-331
|
| Subject: | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Statistische Methode | Statistical method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003550388