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High-frequency cross-correlation in a set of stocks - MaRDI portal

High-frequency cross-correlation in a set of stocks (Q4646467)

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scientific article; zbMATH DE number 7001012
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English
High-frequency cross-correlation in a set of stocks
scientific article; zbMATH DE number 7001012

    Statements

    title
    High-frequency cross-correlation in a set of stocks (English)
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    publication date
    14 January 2019
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    zbMATH Keywords
    set of stocks
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    hierarchical organization
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    high-frequency cross-correlation
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    Identifiers

    DOI
    10.1080/713665554
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    zbMATH DE Number
    7001012
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    OpenAlex ID
    W2116228024
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    arXiv ID
    cond-mat/0009350
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