The impact of asynchronous trading on Epps effect on Warsaw stock exchange (Q2401313)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of asynchronous trading on Epps effect on Warsaw stock exchange |
scientific article |
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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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