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High frequency correlation modelling
Huth, Nicolas
;
Abergel, Frédéric
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 189-202)
.
2011
Persistent link: https://www.econbiz.de/10009349702
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High frequency lead/lag relationships : empirical facts
Huth, Nicolas
;
Abergel, Frédéric
- In:
Journal of empirical finance
26
(
2014
),
pp. 41-58
Persistent link: https://www.econbiz.de/10010472008
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Supply chain and correlations
Abergel, Frédéric
;
Akar, Adrien
- In:
The journal of portfolio management : JPM
49
(
2023
)
3
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014232216
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