High frequency correlation modelling
Year of publication: |
2011
|
---|---|
Authors: | Huth, Nicolas ; Abergel, Frédéric |
Published in: |
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V. - Milano : Springer Italia, ISBN 978-88-470-1765-8. - 2011, p. 189-202
|
Subject: | Korrelation | Correlation | ARCH-Modell | ARCH model | Theorie | Theory | Volatilität | Volatility |
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