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~person:"Langlois, Hugues"
~subject:"Korrelation"
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Search: "Christoffersen, Peter F."
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Langlois, Hugues
Christoffersen, Peter F.
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Journal of financial and quantitative analysis : JFQA
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The review of financial studies
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1
The joint dynamics of equity market factors
Christoffersen, Peter F.
;
Langlois, Hugues
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1371-1404
Persistent link: https://www.econbiz.de/10010343643
Saved in:
2
Is the potential for international diversification disappearing? : a dynamic copula approach
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
- In:
The review of financial studies
25
(
2012
)
12
,
pp. 3611-3751
Persistent link: https://www.econbiz.de/10009714147
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