Work

Cross-correlation Measures in the High-frequency Domain

Year: 2006

Type: article

Source: European Journal of Finance

DOI: 10.1080/13518470600813565

Authors: Ovidiu V. Precup, Giulia Iori

Institutions: University of London, King's College London, City, University of London

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2046891110

FWCI: 3.171

Cites: 20

Cited by: 24

Related to: 10