City Research Online - Weighted network analysis of high frequency cross-correlation measures

Weighted network analysis of high frequency cross-correlation measures

Iori, G. & Precup, O. V. (2006). Weighted network analysis of high frequency cross-correlation measures (06/10). London, UK: Department of Economics, City University London.

Publication Type:	Monograph (Discussion Paper)
Additional Information:	© 2006 the authors
Subjects:	H Social Sciences > HB Economic Theory
Departments:	School of Policy & Global Affairs > Economics > Discussion Paper Series
SWORD Depositor:	Symplectic Administrator

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Creators:	Iori, G. Precup, O. V.
Status:	Published
Publisher:	Department of Economics, City University London
URI:	https://openaccess.city.ac.uk/id/eprint/1453
Date available in CRO:	04 Sep 2012 10:45
Dates:	Date Event 2006 Published