The Epps effect revisited

Bence Toth, Janos Kertesz

    Research output: Contribution to journalArticleScientificpeer-review

    29 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)793-802
    JournalQuantitative Finance
    Volume9
    Issue number7
    Publication statusPublished - 2009
    MoE publication typeA1 Journal article-refereed

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