Equity clusters through the lens of realized semicorrelations
Year of publication: |
2022
|
---|---|
Authors: | Bollerslev, Tim ; Patton, Andrew J. ; Zhang, Haozhe |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 211.2022, p. 1-5
|
Subject: | Clustering | Stock returns | High-frequency data | Semicorrelations | COVID-19 | Coronavirus | Kapitaleinkommen | Capital income | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market |
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