High-frequency cross-correlation in a set of stocks
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Publication:4646467
DOI10.1080/713665554zbMath1405.91538arXivcond-mat/0009350OpenAlexW2116228024MaRDI QIDQ4646467
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Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0009350
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