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Modeling Tick-by-Tick Realized Correlations : Discussion Papers

Francesco Audrino & Fulvio Corsi

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abstract http://ideas.repec.org/p/usg/dp2008/2008-05.html
   
type working paper (English)
   
keywords
   
date of appearance 2008
series title 2008
publisher Volkswirtschaftliche Abteilung Universit├Ąt St. Gallen (St. Gallen)
review not reviewed
   
citation Audrino, F., & Corsi, F. (2008). Modeling Tick-by-Tick Realized Correlations: Discussion Papers. 2008. St. Gallen: Volkswirtschaftliche Abteilung Universit├Ąt St. Gallen.