A CLOSER LOOK AT THE EPPS EFFECT (Q5696843)
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scientific article; zbMATH DE number 2216225
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A CLOSER LOOK AT THE EPPS EFFECT |
scientific article; zbMATH DE number 2216225 |
Statements
A CLOSER LOOK AT THE EPPS EFFECT (English)
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19 October 2005
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correlations
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high frequency data
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Fourier estimator
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