The following pages link to The Epps effect revisited (Q3650961):
Displaying 9 items.
- The impact of asynchronous trading on Epps effect on Warsaw stock exchange (Q2401313) (← links)
- The times change: multivariate subordination. Empirical facts (Q2893067) (← links)
- Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (Q3088327) (← links)
- STATISTICAL CAUSES FOR THE EPPS EFFECT IN MICROSTRUCTURE NOISE (Q3225026) (← links)
- Emergence of statistically validated financial intraday lead-lag relationships (Q4619502) (← links)
- (Q5019097) (← links)
- Malliavin--Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms (Q5146684) (← links)
- Optimizing a basket against the efficient market hypothesis (Q5746739) (← links)
- When is cross impact relevant? (Q6546318) (← links)
