The following pages link to The Epps effect revisited (Q3650961):
Displayed 4 items.
- 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)
- Optimizing a basket against the efficient market hypothesis (Q5746739) (← links)