Equity clusters through the lens of realized semicorrelations (Q2126161)
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scientific article; zbMATH DE number 7508046
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Equity clusters through the lens of realized semicorrelations |
scientific article; zbMATH DE number 7508046 |
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Equity clusters through the lens of realized semicorrelations (English)
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14 April 2022
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clustering
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stock returns
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high-frequency data
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semicorrelations
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COVID-19
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0.8699661
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0.83254457
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0.82538444
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0.80697453
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0.8038957
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