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~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~person:"Corsi, Fulvio"
~person:"Hong, Yongmiao"
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Search: subject_exact:"Korrelationskoeffizient"
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Corsi, Fulvio
Hong, Yongmiao
Audrino, Francesco
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Modeling tick-by-tick realized correlations
Audrino, Francesco
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Corsi, Fulvio
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2008
Persistent link: https://www.econbiz.de/10003723942
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2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
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2008
Persistent link: https://www.econbiz.de/10003676667
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3
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
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2007
Persistent link: https://www.econbiz.de/10003419771
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