@phdthesis{huth:tel-00826177, TITLE = {{Some properties of the correlation between the high-frequency financial assets}}, AUTHOR = {Huth, Nicolas}, URL = {https://theses.hal.science/tel-00826177}, NUMBER = {2012ECAP0051}, SCHOOL = {{Ecole Centrale Paris}}, YEAR = {2012}, MONTH = Dec, KEYWORDS = {High frequency financial data ; Microstructure of financial markets ; Correlation ; Donn{\'e}es financi{\`e}res {\`a} haute fr{\'e}quence ; Microstructure des march{\'e}s financiers ; Corr{\'e}lation}, TYPE = {Theses}, PDF = {https://theses.hal.science/tel-00826177/file/NicolasHuth_-_-_-_PhDThesis3.pdf}, HAL_ID = {tel-00826177}, HAL_VERSION = {v1}, }