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Cross-correlation measures in the high-frequency domain

Precup, O. V. & Iori, G. (2005). Cross-correlation measures in the high-frequency domain (05/04). London, UK: Department of Economics, City University London.

Publication Type: Monograph (Discussion Paper)
Additional Information: © 2005 the authors
Subjects: H Social Sciences > HB Economic Theory
Departments: School of Policy & Global Affairs > Economics > Discussion Paper Series
SWORD Depositor:
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