| Original language | English |
|---|---|
| Title of host publication | Noise and Stochastics in Complex Systems and Finance |
| Publication status | Published - 2007 |
Publication series
| Name | Proceedings of SPIE |
|---|---|
| Volume | 6601 |
Modeling the Epps effect of cross-correlations in asset prices
Balint Toth, Bence Toth, Janos Kertesz
Research output: Chapter in Book/Report/Conference proceeding › Conference Contribution (Conference Proceeding)
6
Citations
(Scopus)