Equity clusters through the lens of realized semicorrelations
Tim Bollerslev, Andrew J. Patton, Haozhe Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Bollerslev, Tim ; Patton, Andrew J. ; Zhang, Haozhe |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 211.2022, p. 1-5
|
| Subject: | Clustering | Stock returns | High-frequency data | Semicorrelations | COVID-19 | Coronavirus | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2021.110245 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013172536