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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Nationalekonomiska Institutionen <Göteborg>"
~subject:"Korrelation"
~subject:"Securities trading"
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Korrelation
Securities trading
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Centre for Analytical Finance <Århus>
Nationalekonomiska Institutionen <Göteborg>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Long-run regression : theory and application to U.S. asset markets
Strunk Hansen, Charlotte
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491534
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Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
(
contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001686826
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