Work

Realized Correlation Tick-By-Tick

Year: 2007

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.957997

Authors: Fulvio Corsi, Francesco Audrino

Institutions: University of Pisa, City, University of London, University of St.Gallen, Swiss Finance Institute

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1526757692

Cites: 37

Cited by: 37

Related to: 10