The Epps effect revisited (Q3650961): Difference between revisions

@@ Property / author @@
-Bence Tóth
@@ Property / author: Bence Tóth / rank @@
-Normal rank
@@ Property / author @@
-János Kertész
@@ Property / author: János Kertész / rank @@
-Normal rank
@@ Property / author @@
+Bence Tóth
@@ Property / author: Bence Tóth / rank @@
+Normal rank
@@ Property / author @@
+János Kertész
@@ Property / author: János Kertész / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3106379643
@@ Property / OpenAlex ID: W3106379643 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1099
@@ Property / arXiv ID: 0704.1099 / rank @@
+Normal rank
@@ Property / cites work @@
+On covariance estimation of non-synchronously observed diffusion processes
+Normal rank
@@ Property / cites work @@
+An econometric analysis of nonsynchronous trading
@@ Property / cites work: An econometric analysis of nonsynchronous trading / rank @@
+Normal rank
@@ Property / cites work @@
+A CLOSER LOOK AT THE EPPS EFFECT
@@ Property / cites work: A CLOSER LOOK AT THE EPPS EFFECT / rank @@
+Normal rank
@@ Property / cites work @@
+Correlation based networks of equity returns sampled at different time horizons
+Normal rank
@@ Property / cites work @@
+Estimating covariation: Epps effect, microstructure noise
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3650961