Scholars@Duke

Equity Clusters Through the Lens of Realized Semicorrelations

Journal articles
Bollerslev, T; Patton, AJ; Zhang, H
Open Access Copy (Duke)

Duke Scholars

Tim Bollerslev
Author Tim Bollerslev Economics
Andrew J. Patton
Author Andrew J. Patton Economics
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Bollerslev, T., Patton, A. J., & Zhang, H. (n.d.). Equity Clusters Through the Lens of Realized Semicorrelations.
Bollerslev, Tim, Andrew J. Patton, and Haozhe Zhang. “Equity Clusters Through the Lens of Realized Semicorrelations,” n.d.