High-frequency cross-correlation in a set of stocks (Q4646467)

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scientific article; zbMATH DE number 7001012
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High-frequency cross-correlation in a set of stocks
scientific article; zbMATH DE number 7001012

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    High-frequency cross-correlation in a set of stocks (English)
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    14 January 2019
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    set of stocks
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    hierarchical organization
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    high-frequency cross-correlation
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