Some properties of the correlation between the high-frequency financial assets

Nicolas Huth

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DOI: 10.70675/40e18ed5z8a62z4585z8338z49b20288a60b
Published: Not recorded
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Publisher: Agence Bibliographique de l'Enseignement Supérieur
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Cite this work

BibTeX

@article{allodium:10.70675/40e18ed5z8a62z4585z8338z49b20288a60b,
  title = {Some properties of the correlation between the high-frequency financial assets},
  author = {Nicolas Huth},
  doi = {10.70675/40e18ed5z8a62z4585z8338z49b20288a60b},
  url = {https://doi.org/10.70675/40e18ed5z8a62z4585z8338z49b20288a60b}
}

RIS

TY  - JOUR
TI  - Some properties of the correlation between the high-frequency financial assets
AU  - Nicolas Huth
DO  - 10.70675/40e18ed5z8a62z4585z8338z49b20288a60b
UR  - https://doi.org/10.70675/40e18ed5z8a62z4585z8338z49b20288a60b
ER  -

APA

Huth, N. (n.d.). Some properties of the correlation between the high-frequency financial assets. https://doi.org/10.70675/40e18ed5z8a62z4585z8338z49b20288a60b

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crossref · retrieved 2026-09-26T23:45:34.948Z