Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Financial correlations at ultra-high frequency: theoretical models and
  empirical estimation   A detailed analysis of correlation between stock returns at high frequency is
compared with simple models of random walks. We focus in particular on the
dependence of correlations on time scales - the so-called Epps effect. This
provides a characterization of stochastic models of stock price returns which
is appropriate at very high frequency.

18
The categories of this paper are: econ
26
The categories of this paper are: bayes-an
32
The categories of this paper are: atom-ph
14
The categories of this paper are: math-ph
28
The categories of this paper are: alg-geom
30
The categories of this paper are: q-alg
5
The categories of this paper are: gr-qc
27
The categories of this paper are: comp-gas
21
The categories of this paper are: adap-org
12
The categories of this paper are: nucl-th
1
The categories of this paper are: cs
2
The categories of this paper are: math
3
The categories of this paper are: physics
22
The categories of this paper are: chao-dyn
24
The categories of this paper are: dg-ga
7
The categories of this paper are: hep-th