A closed-form formula characterization of the Epps effect (Q5121493)
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scientific article; zbMATH DE number 7246978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form formula characterization of the Epps effect |
scientific article; zbMATH DE number 7246978 |
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A closed-form formula characterization of the Epps effect (English)
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14 September 2020
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Epps effect
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realized covariance
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infill asymptotic
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liquidity
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