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: |
Altmetric
CORE (COnnecting REpositories)
Actions (login required)