On Epps effect and rebalancing of hedged portfolio in multiple frequencies

Mustafa U. Torun, Ali N. Akansu

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Fingerprint

Dive into the research topics of 'On Epps effect and rebalancing of hedged portfolio in multiple frequencies'. Together they form a unique fingerprint.

Keyphrases

Economics, Econometrics and Finance