Equity Clusters Through the Lens of Realized Semicorrelations
| dc.contributor.author | Bollerslev, Tim | |
| dc.contributor.author | Patton, Andrew J | |
| dc.contributor.author | Zhang, Haozhe | |
| dc.date.accessioned | 2022-01-03T15:06:58Z | |
| dc.date.available | 2022-01-03T15:06:58Z | |
| dc.date.updated | 2022-01-03T15:06:56Z | |
| dc.identifier.uri | ||
| dc.subject | Clustering | |
| dc.subject | Stock returns | |
| dc.subject | High-frequency data | |
| dc.subject | Semicorrelations | |
| dc.subject | COVID-19 | |
| dc.title | Equity Clusters Through the Lens of Realized Semicorrelations | |
| dc.type | Journal article | |
| pubs.organisational-group | Trinity College of Arts & Sciences | |
| pubs.organisational-group | Economics | |
| pubs.organisational-group | Duke |
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