City Research Online

Cross-correlation measures in the high-frequency domain

Precup, O. V. & Iori, G. (2005). Cross-correlation measures in the high-frequency domain. London, UK: .

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:
[thumbnail of 0504_precup-iori.pdf]
Preview
PDF
Download (494kB) | Preview

Export

Add to AnyAdd to TwitterAdd to FacebookAdd to LinkedinAdd to PinterestAdd to Email

Downloads

Downloads per month over past year

View more statistics

Actions (login required)

Admin Login Admin Login