The impact of asynchronous trading on Epps effect on Warsaw stock exchange (Q2401313): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s10100-016-0442-y / rank | |||
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| Property / OpenAlex ID: W2344505853 / rank | |||
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| Property / cites work: The Distribution of Realized Exchange Rate Volatility / rank | |||
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| Property / cites work: High-frequency cross-correlation in a set of stocks / rank | |||
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| Property / cites work: MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES / rank | |||
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| Property / cites work: A CLOSER LOOK AT THE EPPS EFFECT / rank | |||
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| Property / cites work: The Epps effect revisited / rank | |||
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Latest revision as of 09:37, 14 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of asynchronous trading on Epps effect on Warsaw stock exchange |
scientific article |
Statements
The impact of asynchronous trading on Epps effect on Warsaw stock exchange (English)
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8 September 2017
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market microstructure
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Epps effect
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asynchronous trading
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correlation estimation
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asynchronous time series
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