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Buccheri, G. et al. (2020). A closed-form formula characterization of the Epps effect. Quantitative finance. 20 (2), pp. 243-254. [Online].
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Buccheri, G. et al. (2020). A closed-form formula characterization of the Epps effect. Quantitative finance. 20 (2), pp. 243-254. [Online].