A closed-form formula characterization of the Epps effect
Giuseppe Buccheri, Giulia Livieri, Davide Pirino and Alessandro Pollastri
| Year of publication: |
2020
|
|---|---|
| Authors: | Buccheri, Giuseppe ; Livieri, Giulia ; Pirino, Davide ; Pollastri, Alessandro |
| Subject: | Epps effect | Infill asymptotic | Liquidity | Realized covariance | Varianzanalyse | Analysis of variance | Börsenkurs | Share price | Theorie | Theory | Korrelation | Correlation | Simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1659992 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194864