"Modeling tick-by-tick realized correlations."

Francesco Audrino, Fulvio Corsi (2010)

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DOI: 10.1016/J.CSDA.2009.09.033

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type: Journal Article

metadata version: 2025-03-03

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Francesco Audrino, Fulvio Corsi:
Modeling tick-by-tick realized correlations. Comput. Stat. Data Anal. 54(11): 2372-2382 (2010)

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