Chang, P., & Gebbie, T. (2021). High-frequency correlation dynamics: Is the Epps effect a bias? Department of Statistical Sciences.
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Chicago Style (17th ed.) Citation
Chang, Patrick, and Timothy Gebbie. High-frequency Correlation Dynamics: Is the Epps Effect a Bias? Department of Statistical Sciences, 2021.
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MLA (9th ed.) Citation
Chang, Patrick, and Timothy Gebbie. High-frequency Correlation Dynamics: Is the Epps Effect a Bias? Department of Statistical Sciences, 2021.
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Warning: These citations may not always be 100% accurate.