The Epps effect revisited
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Publication:3650961
DOI10.1080/14697680802595668zbMath1180.91318arXiv0704.1099MaRDI QIDQ3650961
Publication date: 7 December 2009
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0704.1099
91G70: Statistical methods; risk measures
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