Cross-correlation measures in the high-frequency domain

Precup, O. V. & Iori, G. (2005). Cross-correlation measures in the high-frequency domain (Report No. 05/04). London, UK: Department of Economics, City University London.

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Item Type: Monograph (Discussion Paper)
Additional Information: © 2005 the authors
Subjects: H Social Sciences > HB Economic Theory
Divisions: School of Social Sciences > Department of Economics > Department of Economics Discussion Paper Series
URI: http://openaccess.city.ac.uk/id/eprint/1439

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