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- Epps_effect abstract "In econometrics and time series analysis, the Epps effect, named after T. W. Epps, is the phenomenon that the empirical correlation between the returns of two different stocks decreases as the sampling frequency of data increases. The phenomenon is caused by non-synchronous/asynchronous trading and discretization effects.".
- Epps_effect wikiPageID "20388747".
- Epps_effect wikiPageRevisionID "449544505".
- Epps_effect hasPhotoCollection Epps_effect.
- Epps_effect subject Category:Econometrics.
- Epps_effect subject Category:Statistical_terminology.
- Epps_effect subject Category:Time_series_analysis.
- Epps_effect comment "In econometrics and time series analysis, the Epps effect, named after T. W. Epps, is the phenomenon that the empirical correlation between the returns of two different stocks decreases as the sampling frequency of data increases. The phenomenon is caused by non-synchronous/asynchronous trading and discretization effects.".
- Epps_effect label "Epps effect".
- Epps_effect sameAs m.04zzs7k.
- Epps_effect sameAs Q5383917.
- Epps_effect sameAs Q5383917.
- Epps_effect wasDerivedFrom Epps_effect?oldid=449544505.
- Epps_effect isPrimaryTopicOf Epps_effect.