High-frequency stock linkage and multi-dimensional stationary processes
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Publication:1620266
DOI10.1016/j.physa.2016.10.019zbMath1400.91671OpenAlexW2537950463MaRDI QIDQ1620266
Publication date: 13 November 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2016.10.019
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