Realized Correlation Tick-by-Tick

Type
working paper
Date Issued
2007
Author(s)
;
Corsi, Fulvio
Abstract
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=957997
Language
English
HSG Classification
not classified
Refereed
No
Publisher
2007-02, VWA Discussion Papers Series, HSG St. Gallen
URL
Subject(s)

economics

Division(s)

SEPS - School of Econ...

MS - Faculty of Mathe...

Eprints ID
41441