Breymann, W. Dias, A. and Embrechts, P. (2003) Dependence structures for multivariate high-frequency data in finance. Quantitative Finance 3, 1-14. Home/Search Document Not in Database Summary Related Articles Check |
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Breymann, W. Dias, A. and Embrechts, P. (2003) Dependence structures for multivariate high-frequency data in finance. Quantitative Finance 3, 1-14.
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Breymann, W., A. Dias, and P. Embrechts (2003). Dependence structures for multivariate high-frequency data in finance. Quantitative Finance 1, 1--14.
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Breymann, W., A. Dias, and P. Embrechts. 2003. Dependence structures for multivariate highfrequency data in finance. Working paper, Department of Mathematics, ETh Zurich.
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