A nonparametric test for diurnal variation in spot correlation processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Christensen, Kim, Hounyo, Ulrich, Liu, Zhi
Format:	Preprint
Published:	2024
Subjects:	Econometrics Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.02757