The Epps effect revisited

Quantitative Finance 2009 / 10 Vol. 9; Iss. 7

The Epps effect revisited

Tóth, Bence, Kertész, János
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Volume:
9
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680802595668
Date:
October, 2009
File:
PDF, 270 KB
english, 2009
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