Modeling the Epps effect of cross-correlations in asset prices

Balint Toth, Bence Toth, Janos Kertesz

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

4 Citations (Scopus)
Original languageEnglish
Title of host publicationNoise and Stochastics in Complex Systems and Finance
Publication statusPublished - 2007

Publication series

NameProceedings of SPIE
Volume6601

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