Alessandro Pollastri

Scuola Normale Superiore

Piazza dei Cavalieri, 7

Pisa, 56126

Italy

SCHOLARLY PAPERS

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CITATIONS

2

Scholarly Papers (1)

1.

A Closed-Formula Characterization of the Epps Effect

Number of pages: 46 Posted: 20 Oct 2018 Last Revised: 23 Oct 2018
Giuseppe Buccheri, Giulia Livieri, Davide Pirino and Alessandro Pollastri
Scuola Normale Superiore, Scuola Normale Superiore, Department of Economics and Finance, University of Rome "Tor Vergata" and Scuola Normale Superiore
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Citation 2

Abstract:

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Epps Effect, Realized Covariance, Fill Asymptotic, Liquidity