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When is cross impact relevant?

Fuente: arXiv

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Bibliographic Details
Main Authors:	Coz, Victor Le, Mastromatteo, Iacopo, Challet, Damien, Benzaquen, Michael
Format:	Preprint
Published:	2023
Subjects:	Trading and Market Microstructure Statistical Mechanics Econometrics
Online Access:	Acceder al recurso
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