Mustafa U. Torun, Ali N. Akansu. On Epps effect and rebalancing of hedged portfolio in multiple frequencies. In 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2011, San Juan, PR, USA, December 13-16, 2011. pages 33-36, IEEE, 2011. [doi]
Abstract is missing.