The impact of asynchronous trading on Epps effect on Warsaw stock exchange (Q2401313): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s10100-016-0442-y
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+W2344505853
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+The Distribution of Realized Exchange Rate Volatility
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+High-frequency cross-correlation in a set of stocks
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+MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES
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+A CLOSER LOOK AT THE EPPS EFFECT
@@ Property / cites work: A CLOSER LOOK AT THE EPPS EFFECT / rank @@
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+The Epps effect revisited
@@ Property / cites work: The Epps effect revisited / rank @@
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+Publication:2401313