Cross-asset relations, correlations and economic implications
نویسندگان
چکیده
منابع مشابه
Modeling the Epps effect of cross correlations in asset prices
Bence Tóth, Bálint Tóth, and János Kertész ISI Foundation Viale S. Severo, 65 I-10133 Torino, Italy Institute of Physics, Budapest University of Technology and Economics Budafoki út. 8. H-1111 Budapest, Hungary Institute of Mathematics, Budapest University of Technology and Economics Egry József u. 1. H-1111 Budapest, Hungary Laboratory of Computational Engineering, Helsinki University of Techn...
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ژورنال
عنوان ژورنال: Global Finance Journal
سال: 2019
ISSN: 1044-0283
DOI: 10.1016/j.gfj.2019.02.003