The Epps effect revisited (Q3650961): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3106379643 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 0704.1099 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On covariance estimation of non-synchronously observed diffusion processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An econometric analysis of nonsynchronous trading / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A CLOSER LOOK AT THE EPPS EFFECT / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Correlation based networks of equity returns sampled at different time horizons / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimating covariation: Epps effect, microstructure noise / rank | |||
Normal rank | |||
Latest revision as of 06:55, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Epps effect revisited |
scientific article |
Statements
The Epps effect revisited (English)
0 references
7 December 2009
0 references
correlation
0 references
market microstructure
0 references
econophysics
0 references
behavioural finance
0 references
market efficiency
0 references
