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"Spectral analysis of stock-return volatility, correlation, and beta."

Shomesh E. Chaudhuri, Andrew W. Lo (2015)

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DOI: 10.1109/DSP-SPE.2015.7369558

access: closed

type: Conference or Workshop Paper

metadata version: 2019-07-16

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  - conf/dsp-spe/ChaudhuriL15
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  - https://dblp.org/rec/conf/dsp-spe/ChaudhuriL15
Shomesh E. Chaudhuri, Andrew W. Lo:
Spectral analysis of stock-return volatility, correlation, and beta. SP/SPE 2015: 232-236

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